+800.0%
VGT vs GFI
+1,093.3%
-293.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | -0.4% | +13.2% | -13.7% | -1.1% |
| 3M | +4.4% | +28.5% | -24.0% | +2.9% |
| 6M | +32.1% | -6.2% | +38.2% | +31.8% |
| YTD | +28.8% | +8.7% | +20.1% | +27.6% |
| 1Y | +35.3% | +24.8% | +10.5% | +33.1% |
| 3Y | +124.8% | +298.0% | -173.3% | +109.4% |
| 5Y | +137.9% | +546.0% | -408.1% | +116.1% |
| All | +800.0% | +1,093.3% | -293.4% | +777.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling