+238.0%
GM vs VEA
+228.0%
+10.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.8% |
| 7D | -2.4% | -1.5% | -1.0% | -0.9% |
| 30D | -1.1% | -0.8% | -0.3% | -0.3% |
| 3M | +6.1% | +2.5% | +3.6% | +3.0% |
| 6M | +15.0% | +11.1% | +3.8% | +1.5% |
| YTD | +6.0% | +17.2% | -11.2% | -11.9% |
| 1Y | +47.1% | +24.5% | +22.6% | +14.0% |
| 3Y | +170.5% | +75.4% | +95.1% | +41.7% |
| 5Y | +80.5% | +61.1% | +19.4% | +6.1% |
| 10Y | +238.7% | +163.1% | +75.6% | +25.5% |
| All | +238.0% | +228.0% | +10.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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