+21.2%
VT vs GFI
+37.0%
-15.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.0% | +5.7% | -4.7% | +0.3% |
| 30D | -0.2% | +15.6% | -15.8% | -2.0% |
| 3M | +4.5% | +31.5% | -27.0% | +0.7% |
| 6M | +14.1% | -3.7% | +17.8% | +13.0% |
| YTD | +14.8% | +11.2% | +3.5% | +12.2% |
| 1Y | +21.2% | +36.4% | -15.2% | +15.8% |
| All | +21.2% | +37.0% | -15.8% | +15.8% |
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 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