-12.1%
GFS vs VEU
+50.0%
-62.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +1.3% |
| 7D | -5.3% | +0.5% | -5.8% | -5.9% |
| 30D | -15.8% | -2.3% | -13.5% | -12.3% |
| 3M | -18.6% | -4.4% | -14.3% | -12.2% |
| 6M | -45.0% | -2.2% | -42.8% | -41.5% |
| YTD | +16.8% | +10.9% | +5.8% | +2.8% |
| 1Y | +17.8% | +13.4% | +4.4% | +0.4% |
| 3Y | -21.5% | +69.7% | -91.2% | -62.8% |
| 5Y | -29.3% | +50.0% | -79.3% | -57.1% |
| All | -12.1% | +50.0% | -62.1% | -46.2% |
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