-68.5%
VFC vs GFI
+1,066.8%
-1,135.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.6% | +4.4% |
| 7D | -1.4% | -4.9% | +3.5% | -1.1% |
| 30D | -9.0% | +10.7% | -19.7% | -9.6% |
| 3M | -24.2% | +25.6% | -49.8% | -25.3% |
| 6M | -18.5% | -8.3% | -10.2% | -18.6% |
| YTD | -25.9% | +6.3% | -32.2% | -26.6% |
| 1Y | -13.0% | +22.1% | -35.1% | -14.6% |
| 3Y | -20.3% | +289.2% | -309.5% | -27.1% |
| 5Y | -78.1% | +531.7% | -609.7% | -80.5% |
| All | -68.5% | +1,066.8% | -1,135.4% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling