+1,238.7%
GFI vs VT
+217.6%
+1,021.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.6% | -6.8% |
| 7D | +10.4% | -0.1% | +10.5% | +10.4% |
| 30D | +3.6% | -3.1% | +6.7% | +5.6% |
| 3M | -5.1% | -3.5% | -1.6% | -2.8% |
| 6M | -13.0% | +0.5% | -13.5% | -12.6% |
| YTD | -8.0% | +10.8% | -18.8% | -11.5% |
| 1Y | -5.0% | +11.9% | -16.9% | -8.9% |
| 3Y | +228.8% | +73.0% | +155.8% | +158.5% |
| 5Y | +354.4% | +58.6% | +295.8% | +261.5% |
| 10Y | +1,238.7% | +219.2% | +1,019.5% | +668.6% |
| All | +1,238.7% | +217.6% | +1,021.1% | +668.6% |
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