+379.1%
V vs GFI
+1,066.8%
-687.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | -1.2% | -4.9% | +3.6% | -1.1% |
| 30D | +3.1% | +10.7% | -7.7% | +2.8% |
| 3M | +16.3% | +25.6% | -9.3% | +15.5% |
| 6M | +20.4% | -8.3% | +28.6% | +20.4% |
| YTD | +6.3% | +6.3% | 0.0% | +5.7% |
| 1Y | +8.7% | +22.1% | -13.4% | +7.5% |
| 3Y | +53.3% | +289.2% | -235.9% | +44.9% |
| 5Y | +71.1% | +531.7% | -460.6% | +57.6% |
| All | +379.1% | +1,066.8% | -687.7% | +368.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling