-7.5%
VMC vs GFI
-11.2%
+3.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.8% |
| 7D | -3.7% | -5.1% | +1.4% | -2.8% |
| 30D | -12.8% | +13.4% | -26.2% | -15.0% |
| 3M | -7.9% | +36.2% | -44.2% | -14.1% |
| 6M | -7.5% | -9.8% | +2.3% | -6.2% |
| All | -7.5% | -11.2% | +3.6% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling