+231.1%
GM vs VXUS
+151.1%
+80.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.8% |
| 7D | -2.4% | -1.4% | -1.0% | -0.7% |
| 30D | -1.1% | -0.5% | -0.7% | -0.6% |
| 3M | +6.1% | +2.6% | +3.6% | +2.4% |
| 6M | +15.0% | +10.9% | +4.1% | 0.0% |
| YTD | +6.0% | +16.1% | -10.2% | -13.4% |
| 1Y | +47.1% | +22.3% | +24.8% | +12.1% |
| 3Y | +170.5% | +72.0% | +98.5% | +29.8% |
| 5Y | +80.5% | +54.1% | +26.4% | +2.4% |
| All | +231.1% | +151.1% | +80.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling