+29.6%
VG vs GFI
-6.0%
+35.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -1.3% |
| 7D | +1.7% | +3.1% | -1.4% | +3.7% |
| 30D | +16.0% | +27.1% | -11.1% | +34.9% |
| 3M | +9.7% | +21.2% | -11.4% | +23.4% |
| 6M | +29.6% | -4.5% | +34.1% | +27.5% |
| All | +29.6% | -6.0% | +35.6% | +27.5% |
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