-37.6%
GIS vs VEU
+73.8%
-111.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -6.4% | -1.4% | -4.9% | -6.4% |
| 30D | -6.1% | -0.4% | -5.7% | -6.1% |
| 3M | +7.8% | +2.5% | +5.3% | +7.8% |
| 6M | -8.8% | +11.1% | -19.9% | -9.6% |
| YTD | -19.1% | +16.5% | -35.6% | -20.3% |
| 1Y | -24.8% | +22.9% | -47.7% | -26.5% |
| 3Y | -37.6% | +73.4% | -111.0% | -40.8% |
| All | -37.6% | +73.8% | -111.3% | -40.8% |
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