+551.9%
GFI vs VO
+821.9%
-270.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | +5.7% | +0.6% | +5.0% | +5.3% |
| 30D | +15.6% | -1.1% | +16.7% | +16.4% |
| 3M | +31.5% | +4.5% | +27.0% | +28.2% |
| 6M | -3.7% | +11.1% | -14.8% | -9.1% |
| YTD | +11.2% | +13.5% | -2.3% | +3.9% |
| 1Y | +36.4% | +14.5% | +21.9% | +27.0% |
| 3Y | +313.5% | +58.1% | +255.4% | +213.8% |
| 5Y | +528.0% | +43.3% | +484.7% | +397.4% |
| 10Y | +1,021.4% | +193.2% | +828.2% | +420.7% |
| All | +551.9% | +821.9% | -270.0% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling