+37.1%
GFS vs VEU
+26.1%
+11.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.5% |
| 7D | +2.6% | +1.7% | +1.0% | -0.4% |
| 30D | -16.4% | +1.0% | -17.4% | -17.7% |
| 3M | -41.6% | +5.6% | -47.2% | -46.1% |
| 6M | -3.7% | +13.7% | -17.3% | -19.3% |
| YTD | +29.3% | +17.7% | +11.6% | +0.5% |
| 1Y | +37.1% | +25.8% | +11.4% | -4.0% |
| All | +37.1% | +26.1% | +11.1% | -4.0% |
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