+145.7%
VMC vs GFI
+1,066.8%
-921.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +0.9% |
| 7D | -3.8% | -4.9% | +1.1% | -3.5% |
| 30D | -9.7% | +10.7% | -20.4% | -10.2% |
| 3M | -9.6% | +25.6% | -35.3% | -10.8% |
| 6M | -4.8% | -8.3% | +3.4% | -4.9% |
| YTD | -10.9% | +6.3% | -17.2% | -11.6% |
| 1Y | -15.6% | +22.1% | -37.7% | -16.9% |
| 3Y | +19.3% | +289.2% | -269.9% | +10.4% |
| 5Y | +48.0% | +531.7% | -483.7% | +32.8% |
| All | +145.7% | +1,066.8% | -921.1% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling