+19.9%
VGT vs GFI
+6.9%
+13.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.3% | -6.1% | -0.8% |
| 7D | -6.5% | +1.4% | -7.9% | -6.8% |
| 30D | -10.6% | +3.0% | -13.5% | -11.1% |
| 3M | -3.7% | +10.2% | -13.9% | -6.0% |
| 6M | +10.4% | -10.1% | +20.4% | +10.7% |
| YTD | +23.1% | -11.4% | +34.5% | +21.1% |
| 1Y | +19.9% | +8.4% | +11.5% | +11.0% |
| All | +19.9% | +6.9% | +13.0% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling