+789.7%
VFC vs GAP
+2,258.2%
-1,468.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -1.6% | -4.5% | +2.9% | -0.2% |
| 30D | -11.6% | +9.0% | -20.7% | -14.3% |
| 3M | -18.1% | +5.0% | -23.1% | -19.6% |
| 6M | -27.4% | -17.8% | -9.5% | -23.6% |
| YTD | -24.8% | -10.4% | -14.4% | -23.0% |
| 1Y | -8.2% | -3.4% | -4.8% | -8.0% |
| 3Y | -29.1% | +111.5% | -140.6% | -44.9% |
| 5Y | -79.2% | +8.8% | -88.0% | -81.6% |
| 10Y | -68.1% | +32.9% | -101.0% | -76.5% |
| All | +789.7% | +2,258.2% | -1,468.5% | +226.7% |
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 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