+643.2%
GEV vs VEU
+57.3%
+585.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.7% |
| 7D | +8.1% | +1.7% | +6.4% | +5.4% |
| 30D | -1.9% | +1.0% | -2.9% | -3.3% |
| 3M | +4.1% | +5.6% | -1.6% | -3.3% |
| 6M | +23.2% | +13.7% | +9.5% | +1.9% |
| YTD | +48.9% | +17.7% | +31.2% | +15.8% |
| 1Y | +62.2% | +25.8% | +36.4% | +14.1% |
| All | +643.2% | +57.3% | +585.9% | +263.8% |
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