-78.3%
VFC vs GFI
+524.1%
-602.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.6% | +4.5% |
| 7D | -1.4% | -4.9% | +3.5% | -1.0% |
| 30D | -9.0% | +10.7% | -19.7% | -9.9% |
| 3M | -24.2% | +25.6% | -49.8% | -26.0% |
| 6M | -18.5% | -8.3% | -10.2% | -18.7% |
| YTD | -25.9% | +6.3% | -32.2% | -27.1% |
| 1Y | -13.0% | +22.1% | -35.1% | -15.7% |
| 3Y | -20.3% | +289.2% | -309.5% | -31.8% |
| All | -78.3% | +524.1% | -602.4% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling