+165.2%
GIS vs VEU
+190.9%
-25.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.3% | +1.7% | -9.9% | -8.7% |
| 30D | +2.2% | +1.0% | +1.2% | +1.8% |
| 3M | +15.7% | +5.6% | +10.1% | +13.6% |
| 6M | -12.0% | +13.7% | -25.6% | -15.6% |
| YTD | -15.0% | +17.7% | -32.7% | -19.5% |
| 1Y | -20.1% | +25.8% | -45.9% | -25.9% |
| 3Y | -34.6% | +77.1% | -111.7% | -45.6% |
| 5Y | -22.8% | +57.1% | -80.0% | -34.0% |
| 10Y | -18.5% | +149.8% | -168.3% | -41.2% |
| All | +165.2% | +190.9% | -25.7% | +71.9% |
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 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