-50.2%
VFC vs GPC
+74.2%
-124.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.5% |
| 7D | -1.4% | -1.3% | -0.1% | -0.5% |
| 30D | +24.6% | -6.0% | +30.7% | +29.7% |
| 3M | +38.4% | -7.6% | +46.1% | +45.7% |
| 6M | +15.3% | +24.2% | -8.9% | -3.0% |
| YTD | +12.7% | +2.7% | +10.0% | +6.3% |
| 1Y | +32.7% | +0.2% | +32.5% | +27.8% |
| 3Y | +43.7% | -0.8% | +44.4% | +36.4% |
| 5Y | -69.2% | +4.4% | -73.6% | -72.3% |
| All | -50.2% | +74.2% | -124.4% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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