-25.5%
VFC vs GPC
-1.1%
-24.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.7% |
| 7D | -1.6% | +1.2% | -2.8% | -2.3% |
| 30D | -11.6% | +6.0% | -17.6% | -14.7% |
| 3M | -18.1% | +42.6% | -60.7% | -35.7% |
| 6M | -27.4% | +22.8% | -50.1% | -37.0% |
| YTD | -24.8% | +15.5% | -40.3% | -34.0% |
| 1Y | -8.2% | +2.0% | -10.3% | -11.8% |
| All | -25.5% | -1.1% | -24.5% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling