+205.5%
GFI vs VIG
+615.8%
-410.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.7% |
| 7D | -4.9% | -1.1% | -3.8% | -4.2% |
| 30D | +10.7% | -2.7% | +13.5% | +12.7% |
| 3M | +25.6% | +2.5% | +23.1% | +23.8% |
| 6M | -8.3% | +9.2% | -17.5% | -12.7% |
| YTD | +6.3% | +9.8% | -3.5% | +1.0% |
| 1Y | +22.1% | +12.4% | +9.7% | +14.6% |
| 3Y | +289.2% | +55.9% | +233.3% | +196.6% |
| 5Y | +531.7% | +63.9% | +467.7% | +362.8% |
| 10Y | +1,043.8% | +249.1% | +794.7% | +365.0% |
| All | +205.5% | +615.8% | -410.3% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling