+624.2%
GD vs VEU
+192.1%
+432.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.1% |
| 7D | -5.3% | +1.1% | -6.4% | -6.0% |
| 30D | -6.4% | +2.2% | -8.6% | -7.8% |
| 3M | +5.7% | +3.0% | +2.7% | +3.2% |
| 6M | -0.9% | +10.9% | -11.8% | -8.4% |
| YTD | +8.2% | +18.2% | -10.0% | -4.3% |
| 1Y | +13.4% | +28.3% | -14.9% | -5.0% |
| 3Y | +68.5% | +74.6% | -6.1% | +13.8% |
| 5Y | +97.2% | +56.4% | +40.8% | +41.5% |
| 10Y | +190.2% | +153.0% | +37.2% | +50.7% |
| All | +624.2% | +192.1% | +432.1% | +220.7% |
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