-2.4%
GFS vs VEU
+59.8%
-62.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +0.7% |
| 7D | +1.0% | +1.1% | -0.1% | -0.8% |
| 30D | -8.6% | +2.2% | -10.8% | -11.4% |
| 3M | -46.5% | +3.0% | -49.5% | -48.1% |
| 6M | -4.8% | +10.9% | -15.7% | -17.0% |
| YTD | +29.7% | +18.2% | +11.5% | +2.8% |
| 1Y | +35.8% | +28.3% | +7.6% | -4.5% |
| 3Y | -18.3% | +74.6% | -93.0% | -63.3% |
| All | -2.4% | +59.8% | -62.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling