-78.1%
VFC vs GAP
+9.4%
-87.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.6% | -1.8% |
| 7D | +0.8% | +1.7% | -0.9% | +0.1% |
| 30D | -11.9% | +9.3% | -21.3% | -15.9% |
| 3M | -20.2% | +6.1% | -26.2% | -22.6% |
| 6M | -23.0% | -2.3% | -20.7% | -23.2% |
| YTD | -26.2% | -10.6% | -15.6% | -23.9% |
| 1Y | -13.3% | -4.4% | -8.9% | -13.2% |
| 3Y | -25.5% | +118.3% | -143.8% | -48.0% |
| 5Y | -78.1% | +12.2% | -90.3% | -83.7% |
| All | -78.1% | +9.4% | -87.5% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling