+4.3%
GFI vs VYM
+17.8%
-13.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +9.9% |
| 7D | +7.7% | -3.0% | +10.8% | +14.5% |
| 30D | +4.6% | +0.9% | +3.7% | +0.8% |
| 3M | +3.8% | -2.7% | +6.4% | +9.2% |
| 6M | -7.3% | +3.4% | -10.8% | -15.4% |
| YTD | -8.8% | +13.3% | -22.1% | -30.1% |
| 1Y | +4.3% | +17.0% | -12.7% | -26.3% |
| All | +4.3% | +17.8% | -13.5% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling