+352.7%
GFI vs VEU
+188.0%
+164.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -2.1% |
| 7D | -4.9% | -1.4% | -3.4% | -3.8% |
| 30D | +10.7% | -0.4% | +11.2% | +11.3% |
| 3M | +25.6% | +2.5% | +23.1% | +23.6% |
| 6M | -8.3% | +11.1% | -19.4% | -14.1% |
| YTD | +6.3% | +16.5% | -10.2% | -3.3% |
| 1Y | +22.1% | +22.9% | -0.8% | +7.1% |
| 3Y | +289.2% | +73.4% | +215.8% | +166.3% |
| 5Y | +531.7% | +56.1% | +475.6% | +364.9% |
| 10Y | +1,043.8% | +153.0% | +890.8% | +469.7% |
| All | +352.7% | +188.0% | +164.8% | +71.9% |
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