+3,066.5%
VMC vs GFI
+682.6%
+2,383.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.2% |
| 7D | -5.3% | +4.7% | -10.0% | -5.6% |
| 30D | -12.3% | +14.4% | -26.7% | -12.9% |
| 3M | -10.3% | +32.5% | -42.8% | -11.8% |
| 6M | -8.6% | -7.2% | -1.4% | -8.5% |
| YTD | -11.9% | +10.9% | -22.7% | -12.8% |
| 1Y | -13.9% | +35.5% | -49.4% | -16.0% |
| 3Y | +18.2% | +312.1% | -294.0% | +7.7% |
| 5Y | +47.7% | +524.6% | -476.8% | +30.0% |
| 10Y | +152.5% | +1,092.7% | -940.2% | +106.9% |
| All | +3,066.5% | +682.6% | +2,383.9% | +2,478.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling