-68.8%
VFC vs GPC
+79.8%
-148.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | +0.1% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | -11.9% | -0.4% | -11.6% | -11.7% |
| 3M | -20.2% | +39.2% | -59.3% | -37.5% |
| 6M | -23.0% | +18.2% | -41.2% | -32.5% |
| YTD | -26.2% | +12.1% | -38.3% | -34.2% |
| 1Y | -13.3% | -0.7% | -12.7% | -15.5% |
| 3Y | -25.5% | -1.7% | -23.8% | -29.1% |
| 5Y | -78.1% | +29.3% | -107.4% | -83.1% |
| 10Y | -68.8% | +80.7% | -149.5% | -81.9% |
| All | -68.8% | +79.8% | -148.6% | -81.9% |
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