-20.1%
GFS vs VEU
+70.2%
-90.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +7.4% | +2.1% | +5.3% | +3.8% |
| 30D | -15.3% | -0.9% | -14.3% | -13.4% |
| 3M | -21.1% | -5.4% | -15.7% | -12.8% |
| 6M | -44.5% | -1.8% | -42.7% | -41.2% |
| YTD | +19.2% | +10.9% | +8.3% | +4.3% |
| 1Y | +27.2% | +13.6% | +13.7% | +7.2% |
| 3Y | -20.1% | +69.3% | -89.4% | -66.9% |
| All | -20.1% | +70.2% | -90.3% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling