+1,281.6%
VFC vs GAP
+2,227.0%
-945.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +38.3% | -5.4% | +43.7% | +40.5% |
| 3M | +40.2% | +2.9% | +37.3% | +38.2% |
| 6M | +10.6% | -4.4% | +15.0% | +11.1% |
| YTD | +16.7% | -11.6% | +28.3% | +19.9% |
| 1Y | +45.0% | -6.0% | +51.0% | +46.4% |
| 3Y | +48.8% | +78.0% | -29.2% | +21.4% |
| 5Y | -67.6% | +8.5% | -76.1% | -71.2% |
| 10Y | -47.5% | +8.6% | -56.2% | -59.3% |
| All | +1,281.6% | +2,227.0% | -945.4% | +408.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling