+39.4%
GM vs VEU
+17.0%
+22.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.7% | +2.9% |
| 7D | +12.1% | +0.2% | +11.9% | +11.8% |
| 30D | +15.2% | -2.1% | +17.3% | +17.3% |
| 3M | +4.9% | -2.7% | +7.6% | +7.2% |
| 6M | +22.6% | +3.2% | +19.4% | +18.1% |
| YTD | +14.4% | +12.6% | +1.9% | -0.9% |
| 1Y | +39.4% | +17.1% | +22.3% | +14.3% |
| All | +39.4% | +17.0% | +22.4% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling