+1,213.7%
GFI vs VT
+223.7%
+990.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.6% | +2.2% | +3.2% |
| 7D | +18.0% | +0.4% | +17.7% | +17.7% |
| 30D | +11.5% | -2.6% | +14.1% | +13.2% |
| 3M | +2.8% | -3.2% | +6.1% | +5.1% |
| 6M | -6.4% | +0.9% | -7.4% | -6.2% |
| YTD | -1.1% | +11.3% | -12.4% | -5.1% |
| 1Y | +10.8% | +14.0% | -3.2% | +5.3% |
| 3Y | +248.8% | +75.8% | +172.9% | +171.9% |
| 5Y | +407.7% | +57.8% | +349.9% | +303.7% |
| 10Y | +1,213.7% | +219.8% | +993.9% | +615.3% |
| All | +1,213.7% | +223.7% | +990.0% | +615.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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