+215.8%
GFI vs VT
+74.0%
+141.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | -8.7% | +2.4% | -11.1% | -11.1% |
| 30D | +0.6% | -1.5% | +2.1% | +2.4% |
| 3M | -7.5% | -4.1% | -3.4% | -2.4% |
| 6M | -18.3% | +0.6% | -18.9% | -17.8% |
| YTD | -13.8% | +11.0% | -24.8% | -20.2% |
| 1Y | -8.8% | +13.3% | -22.2% | -16.8% |
| 3Y | +215.8% | +73.4% | +142.5% | +67.6% |
| All | +215.8% | +74.0% | +141.8% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling