-7.8%
GFS vs VEU
+50.0%
-57.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.8% |
| 7D | +17.2% | +2.4% | +14.9% | +13.1% |
| 30D | -8.7% | -2.0% | -6.7% | -5.4% |
| 3M | -19.7% | -5.1% | -14.5% | -12.2% |
| 6M | -40.7% | -0.7% | -40.0% | -38.3% |
| YTD | +22.5% | +11.0% | +11.5% | +7.8% |
| 1Y | +25.2% | +12.4% | +12.8% | +8.2% |
| 3Y | -17.7% | +69.8% | -87.4% | -61.0% |
| 5Y | -23.5% | +48.2% | -71.7% | -52.8% |
| All | -7.8% | +50.0% | -57.8% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling