-38.0%
VG vs GFI
+195.1%
-233.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.1% |
| 7D | -2.5% | +5.7% | -8.2% | -1.7% |
| 30D | +11.1% | +15.6% | -4.5% | +13.7% |
| 3M | +14.9% | +31.5% | -16.6% | +20.7% |
| 6M | +18.4% | -3.7% | +22.1% | +22.2% |
| YTD | +116.6% | +11.2% | +105.3% | +121.1% |
| 1Y | +9.4% | +36.4% | -27.0% | +11.3% |
| All | -38.0% | +195.1% | -233.1% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling