+230.7%
GM vs VEU
+192.4%
+38.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | -4.6% | +0.7% | -5.2% | -5.3% |
| 3M | +0.2% | +4.7% | -4.5% | -5.0% |
| 6M | +12.6% | +11.6% | +1.0% | -1.0% |
| YTD | +3.7% | +16.8% | -13.1% | -13.5% |
| 1Y | +45.6% | +24.9% | +20.8% | +12.4% |
| 3Y | +162.0% | +75.7% | +86.2% | +36.3% |
| 5Y | +80.5% | +56.1% | +24.4% | +9.6% |
| 10Y | +231.3% | +153.6% | +77.7% | +26.5% |
| All | +230.7% | +192.4% | +38.3% | +10.0% |
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