+360.8%
VT vs GFI
+500.5%
-139.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.8% | -2.2% | +2.2% |
| 7D | +0.4% | +18.0% | -17.7% | -1.2% |
| 30D | -2.6% | +11.5% | -14.1% | -3.6% |
| 3M | -3.2% | +2.8% | -6.1% | -3.8% |
| 6M | +0.9% | -6.4% | +7.4% | +0.9% |
| YTD | +11.3% | -1.1% | +12.4% | +10.0% |
| 1Y | +14.0% | +10.8% | +3.2% | +11.4% |
| 3Y | +75.8% | +248.8% | -172.9% | +51.1% |
| 5Y | +57.8% | +407.7% | -349.9% | +27.6% |
| 10Y | +219.8% | +1,213.7% | -993.9% | +117.3% |
| All | +360.8% | +500.5% | -139.7% | +168.4% |
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 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