+1,255.6%
VFC vs GPC
+2,071.6%
-816.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.9% |
| 7D | +11.2% | +1.6% | +9.6% | +10.3% |
| 30D | +41.5% | -2.1% | +43.6% | +43.0% |
| 3M | +38.9% | -6.8% | +45.7% | +44.5% |
| 6M | +6.1% | +18.6% | -12.5% | -5.8% |
| YTD | +14.5% | +2.7% | +11.9% | +9.4% |
| 1Y | +46.0% | +1.8% | +44.2% | +40.5% |
| 3Y | +36.4% | +1.1% | +35.3% | +30.8% |
| 5Y | -67.5% | +4.1% | -71.6% | -69.7% |
| 10Y | -45.8% | +88.2% | -134.1% | -64.9% |
| All | +1,255.6% | +2,071.6% | -816.0% | +216.1% |
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