+1,010.9%
GFI vs VO
+200.3%
+810.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | -4.9% | -1.5% | -3.3% | -4.2% |
| 30D | +10.7% | -3.0% | +13.8% | +12.3% |
| 3M | +25.6% | +2.8% | +22.8% | +24.3% |
| 6M | -8.3% | +10.9% | -19.2% | -11.7% |
| YTD | +6.3% | +12.5% | -6.1% | +2.1% |
| 1Y | +22.1% | +12.0% | +10.1% | +17.5% |
| 3Y | +289.2% | +56.3% | +232.9% | +230.5% |
| 5Y | +531.7% | +42.9% | +488.7% | +442.8% |
| All | +1,010.9% | +200.3% | +810.6% | +670.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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