+384.6%
GFI vs VT
+53.4%
+331.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.3% |
| 7D | +19.0% | -2.3% | +21.3% | +21.3% |
| 30D | +11.8% | -5.0% | +16.7% | +17.0% |
| 3M | +7.3% | -4.9% | +12.2% | +12.7% |
| 6M | -13.3% | -1.5% | -11.7% | -11.1% |
| YTD | -5.6% | +8.5% | -14.1% | -9.5% |
| 1Y | +9.2% | +11.4% | -2.2% | +3.0% |
| 3Y | +213.7% | +70.1% | +143.7% | +118.6% |
| All | +384.6% | +53.4% | +331.2% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling