-78.6%
VFC vs GTLB
-47.1%
-31.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.2% |
| 7D | -1.6% | +11.1% | -12.7% | -3.7% |
| 30D | -11.6% | +37.8% | -49.4% | -17.2% |
| 3M | -18.1% | +61.6% | -79.7% | -26.0% |
| 6M | -27.4% | +98.9% | -126.3% | -37.8% |
| YTD | -24.8% | +32.8% | -57.6% | -30.6% |
| 1Y | -8.2% | +14.7% | -22.9% | -13.5% |
| 3Y | -29.1% | +1.3% | -30.5% | -33.4% |
| All | -78.6% | -47.1% | -31.4% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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