+13.5%
VT vs GFI
+0.6%
+12.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | -2.5% | -3.0% | +0.5% | -2.2% |
| 3M | -1.3% | +4.1% | -5.4% | -2.4% |
| 6M | +3.1% | -16.0% | +19.1% | +4.4% |
| YTD | +10.9% | -16.7% | +27.6% | +11.3% |
| All | +13.5% | +0.6% | +12.9% | +9.6% |
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