-46.4%
GFS vs VEU
-3.9%
-42.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +5.8% |
| 7D | -7.8% | -1.6% | -6.2% | -4.3% |
| 30D | -19.7% | -4.3% | -15.3% | -10.5% |
| 3M | -23.1% | -5.8% | -17.3% | -10.6% |
| 6M | -46.4% | -4.4% | -42.0% | -38.2% |
| All | -46.4% | -3.9% | -42.5% | -38.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling