+9.4%
VG vs GFI
-14.9%
+24.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.5% | +7.0% | +5.0% |
| 7D | +5.5% | +2.2% | +3.3% | +6.6% |
| 30D | -3.6% | +2.2% | -5.8% | -1.1% |
| 3M | -4.0% | -4.6% | +0.6% | -2.1% |
| 6M | +9.4% | -16.7% | +26.1% | +2.0% |
| All | +9.4% | -14.9% | +24.3% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling