+621.5%
GD vs VEU
+168.0%
+453.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | 0.0% |
| 7D | -3.9% | -3.4% | -0.5% | -1.8% |
| 30D | +8.1% | -5.6% | +13.7% | +12.1% |
| 3M | -6.8% | -6.2% | -0.5% | -3.1% |
| 6M | +3.0% | -2.0% | +5.0% | +3.4% |
| YTD | +7.8% | +8.5% | -0.7% | +0.6% |
| 1Y | +5.8% | +12.1% | -6.3% | -3.3% |
| 3Y | +55.3% | +64.7% | -9.4% | +8.8% |
| 5Y | +96.7% | +45.3% | +51.4% | +47.8% |
| 10Y | +195.4% | +142.3% | +53.1% | +57.6% |
| All | +621.5% | +168.0% | +453.5% | +237.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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