-7.2%
GFI vs VO
+11.3%
-18.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +1.7% |
| 7D | +4.7% | -0.6% | +5.3% | +6.3% |
| 30D | +14.4% | -1.9% | +16.4% | +19.6% |
| 3M | +32.5% | +3.3% | +29.3% | +20.9% |
| 6M | -7.2% | +9.7% | -16.8% | -25.3% |
| All | -7.2% | +11.3% | -18.5% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling