+46.0%
GFI vs VYM
+21.4%
+24.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -0.7% |
| 7D | +3.1% | 0.0% | +3.1% | +3.2% |
| 30D | +27.1% | -0.5% | +27.7% | +28.5% |
| 3M | +21.2% | +3.0% | +18.1% | +13.6% |
| 6M | -4.5% | +8.2% | -12.7% | -19.2% |
| YTD | +11.7% | +15.8% | -4.1% | -13.2% |
| 1Y | +46.0% | +20.8% | +25.2% | +5.9% |
| All | +46.0% | +21.4% | +24.6% | +5.9% |
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