+789.7%
VFC vs GPC
+2,341.8%
-1,552.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.7% |
| 6M | -27.4% | +22.8% | -50.1% | -36.6% |
| YTD | -24.8% | +15.5% | -40.3% | -32.9% |
| 1Y | -8.2% | +2.0% | -10.3% | -11.4% |
| 3Y | -29.1% | -1.4% | -27.7% | -31.4% |
| 5Y | -79.2% | +30.6% | -109.8% | -83.0% |
| 10Y | -68.1% | +80.6% | -148.7% | -79.0% |
| All | +789.7% | +2,341.8% | -1,552.1% | +93.8% |
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