+516.1%
GFI vs VYM
+77.5%
+438.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.5% |
| 7D | -2.7% | -0.8% | -1.9% | -2.1% |
| 30D | +13.2% | -2.2% | +15.5% | +15.2% |
| 3M | +28.5% | +3.1% | +25.4% | +25.8% |
| 6M | -6.2% | +9.7% | -15.9% | -11.7% |
| YTD | +8.7% | +14.9% | -6.2% | -0.4% |
| 1Y | +24.8% | +17.6% | +7.3% | +13.0% |
| 3Y | +298.0% | +65.3% | +232.7% | +185.2% |
| All | +516.1% | +77.5% | +438.6% | +347.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling