-67.9%
VFC vs GPC
+3.6%
-71.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +1.0% |
| 7D | +11.2% | +1.6% | +9.6% | +10.2% |
| 30D | +41.5% | -2.1% | +43.6% | +43.1% |
| 3M | +38.9% | -6.8% | +45.7% | +44.9% |
| 6M | +6.1% | +18.6% | -12.5% | -7.3% |
| YTD | +14.5% | +2.7% | +11.9% | +7.6% |
| 1Y | +46.0% | +1.8% | +44.2% | +38.5% |
| 3Y | +36.4% | +1.1% | +35.3% | +25.7% |
| All | -67.9% | +3.6% | -71.4% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling