+754.0%
VFC vs GFI
+682.6%
+71.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -2.3% | +4.7% | -7.0% | -2.5% |
| 30D | -13.4% | +14.4% | -27.8% | -13.8% |
| 3M | -23.7% | +32.5% | -56.2% | -24.6% |
| 6M | -24.5% | -7.2% | -17.3% | -24.5% |
| YTD | -27.8% | +10.9% | -38.7% | -28.4% |
| 1Y | -13.5% | +35.5% | -48.9% | -14.9% |
| 3Y | -27.1% | +312.1% | -339.2% | -31.6% |
| 5Y | -79.0% | +524.6% | -603.6% | -80.7% |
| 10Y | -68.7% | +1,092.7% | -1,161.5% | -72.4% |
| All | +754.0% | +682.6% | +71.4% | +617.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling