+365.2%
GFI vs VYM
+488.1%
-122.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.7% |
| 7D | -4.9% | -0.8% | -4.1% | -4.4% |
| 30D | +10.7% | -2.2% | +13.0% | +12.2% |
| 3M | +25.6% | +3.1% | +22.6% | +23.5% |
| 6M | -8.3% | +9.7% | -18.0% | -12.7% |
| YTD | +6.3% | +14.9% | -8.6% | -1.3% |
| 1Y | +22.1% | +17.6% | +4.5% | +12.1% |
| 3Y | +289.2% | +65.3% | +223.9% | +192.8% |
| 5Y | +531.7% | +78.7% | +452.9% | +353.3% |
| 10Y | +1,043.8% | +208.2% | +835.6% | +443.5% |
| All | +365.2% | +488.1% | -122.9% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling