+1,238.7%
VUG vs GFI
+543.7%
+695.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +0.1% | +4.7% | -4.6% | -0.3% |
| 30D | -1.7% | +14.4% | -16.1% | -2.7% |
| 3M | +2.8% | +32.5% | -29.7% | +0.4% |
| 6M | +13.6% | -7.2% | +20.8% | +13.6% |
| YTD | +8.1% | +10.9% | -2.8% | +6.3% |
| 1Y | +13.1% | +35.5% | -22.4% | +9.2% |
| 3Y | +87.0% | +312.1% | -225.2% | +63.3% |
| 5Y | +76.0% | +524.6% | -448.6% | +45.9% |
| 10Y | +420.5% | +1,092.7% | -672.3% | +288.6% |
| All | +1,238.7% | +543.7% | +695.0% | +814.9% |
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