+1,274.9%
VFC vs GPC
+2,088.4%
-813.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -1.4% | -2.1% | +0.7% | -0.1% |
| 30D | +30.7% | -4.5% | +35.2% | +34.1% |
| 3M | +40.6% | -7.7% | +48.3% | +47.2% |
| 6M | +16.5% | +24.3% | -7.8% | +0.5% |
| YTD | +16.2% | +3.5% | +12.7% | +10.5% |
| 1Y | +42.4% | +0.7% | +41.7% | +38.0% |
| 3Y | +48.1% | 0.0% | +48.1% | +42.9% |
| 5Y | -67.8% | +5.8% | -73.6% | -70.3% |
| 10Y | -48.5% | +75.8% | -124.2% | -65.4% |
| All | +1,274.9% | +2,088.4% | -813.5% | +219.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling