+632.4%
GEV vs VXUS
+55.2%
+577.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.0% |
| 7D | +1.6% | -1.4% | +3.1% | +4.0% |
| 30D | -7.9% | -0.5% | -7.5% | -7.2% |
| 3M | +5.6% | +2.6% | +3.1% | +2.5% |
| 6M | +13.1% | +10.9% | +2.2% | -2.8% |
| YTD | +46.7% | +16.1% | +30.6% | +16.4% |
| 1Y | +51.3% | +22.3% | +29.0% | +11.1% |
| All | +632.4% | +55.2% | +577.2% | +265.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling