+228.2%
VT vs GFI
+1,023.9%
-795.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.1% | +4.7% | -4.8% | -0.4% |
| 30D | -0.7% | +14.4% | -15.1% | -1.5% |
| 3M | +4.0% | +32.5% | -28.5% | +2.1% |
| 6M | +12.3% | -7.2% | +19.4% | +12.2% |
| YTD | +14.0% | +10.9% | +3.2% | +12.7% |
| 1Y | +20.3% | +35.5% | -15.2% | +17.4% |
| 3Y | +75.4% | +312.1% | -236.7% | +60.2% |
| 5Y | +66.0% | +524.6% | -458.6% | +47.1% |
| 10Y | +228.2% | +1,092.7% | -864.5% | +199.8% |
| All | +228.2% | +1,023.9% | -795.7% | +199.8% |
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