+572.5%
GFI vs VT
+374.2%
+198.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | +27.1% | +1.0% | +26.1% | +26.4% |
| 3M | +21.2% | +2.4% | +18.8% | +19.8% |
| 6M | -4.5% | +12.0% | -16.5% | -10.6% |
| YTD | +11.7% | +15.3% | -3.6% | +2.9% |
| 1Y | +46.0% | +22.6% | +23.5% | +29.6% |
| 3Y | +309.6% | +74.7% | +234.9% | +184.8% |
| 5Y | +506.0% | +66.1% | +439.9% | +331.5% |
| 10Y | +1,009.2% | +225.0% | +784.2% | +369.8% |
| All | +572.5% | +374.2% | +198.3% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling