+8.4%
GFI vs VEU
+17.0%
-8.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.4% | +2.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +3.0% | -2.1% | +5.1% | +8.0% |
| 3M | +10.2% | -2.7% | +12.9% | +17.8% |
| 6M | -10.1% | +3.2% | -13.3% | -15.0% |
| YTD | -11.4% | +12.6% | -24.0% | -27.7% |
| 1Y | +8.4% | +17.1% | -8.7% | -20.6% |
| All | +8.4% | +17.0% | -8.6% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling