+1,010.9%
GFI vs VIG
+250.0%
+760.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | -4.9% | -1.1% | -3.8% | -4.4% |
| 30D | +10.7% | -2.7% | +13.5% | +11.9% |
| 3M | +25.6% | +2.5% | +23.1% | +24.5% |
| 6M | -8.3% | +9.2% | -17.5% | -10.9% |
| YTD | +6.3% | +9.8% | -3.5% | +3.2% |
| 1Y | +22.1% | +12.4% | +9.7% | +17.7% |
| 3Y | +289.2% | +55.9% | +233.3% | +238.0% |
| 5Y | +531.7% | +63.9% | +467.7% | +437.3% |
| All | +1,010.9% | +250.0% | +760.8% | +806.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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