+75.8%
GM vs VEU
+55.0%
+20.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.8% |
| 7D | -2.4% | -1.4% | -1.0% | -0.9% |
| 30D | -1.1% | -0.4% | -0.7% | -0.7% |
| 3M | +6.1% | +2.5% | +3.6% | +2.8% |
| 6M | +15.0% | +11.1% | +3.8% | +0.6% |
| YTD | +6.0% | +16.5% | -10.5% | -12.6% |
| 1Y | +47.1% | +22.9% | +24.2% | +13.2% |
| 3Y | +170.5% | +73.4% | +97.1% | +30.5% |
| All | +75.8% | +55.0% | +20.8% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling