+468.3%
GFI vs VT
+346.0%
+122.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | +19.0% | -2.3% | +21.3% | +20.8% |
| 30D | +11.8% | -5.0% | +16.7% | +15.8% |
| 3M | +7.3% | -4.9% | +12.2% | +11.5% |
| 6M | -13.3% | -1.5% | -11.7% | -11.6% |
| YTD | -5.6% | +8.5% | -14.1% | -9.1% |
| 1Y | +9.2% | +11.4% | -2.2% | +3.6% |
| 3Y | +213.7% | +70.1% | +143.7% | +123.1% |
| 5Y | +395.5% | +53.7% | +341.8% | +273.3% |
| 10Y | +1,132.8% | +220.0% | +912.8% | +425.3% |
| All | +468.3% | +346.0% | +122.3% | +34.0% |
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 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