-27.4%
VFC vs GPC
+21.8%
-49.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +1.9% |
| 7D | -1.6% | +1.2% | -2.8% | -2.1% |
| 30D | -11.6% | +6.0% | -17.6% | -13.9% |
| 3M | -18.1% | +42.6% | -60.7% | -35.4% |
| 6M | -27.4% | +22.8% | -50.1% | -36.3% |
| All | -27.4% | +21.8% | -49.2% | -36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling