+69.6%
V vs GFI
+515.1%
-445.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | 0.0% |
| 7D | -3.0% | -5.1% | +2.1% | -2.9% |
| 30D | +1.2% | +13.4% | -12.2% | +0.9% |
| 3M | +13.9% | +36.2% | -22.3% | +13.0% |
| 6M | +17.2% | -9.8% | +27.1% | +17.4% |
| YTD | +5.3% | +7.7% | -2.3% | +4.8% |
| 1Y | +9.5% | +27.2% | -17.7% | +8.2% |
| 3Y | +51.9% | +300.3% | -248.4% | +43.0% |
| 5Y | +69.6% | +539.8% | -470.2% | +58.7% |
| All | +69.6% | +515.1% | -445.6% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling