+386.3%
VNQ vs GFI
+499.3%
-113.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | -2.6% | +10.7% | -13.3% | -3.7% |
| 3M | -2.0% | +25.6% | -27.6% | -4.7% |
| 6M | +4.3% | -8.3% | +12.6% | +4.3% |
| YTD | +9.2% | +6.3% | +2.9% | +6.9% |
| 1Y | +5.6% | +22.1% | -16.5% | +1.2% |
| 3Y | +30.8% | +289.2% | -258.3% | +7.9% |
| 5Y | +8.0% | +531.7% | -523.7% | -18.0% |
| 10Y | +63.7% | +1,043.8% | -980.1% | +5.2% |
| All | +386.3% | +499.3% | -113.1% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling