-8.3%
GFI vs VIG
+8.9%
-17.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -3.2% |
| 7D | -4.9% | -1.1% | -3.8% | -2.0% |
| 30D | +10.7% | -2.7% | +13.5% | +19.5% |
| 3M | +25.6% | +2.5% | +23.1% | +15.4% |
| 6M | -8.3% | +9.2% | -17.5% | -28.1% |
| All | -8.3% | +8.9% | -17.1% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling