+229.5%
GM vs VXUS
+69.0%
+160.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.2% | +2.1% | -2.3% | -2.0% |
| 30D | +3.6% | -1.1% | +4.7% | +4.6% |
| 3M | -0.2% | -5.6% | +5.4% | +5.0% |
| 6M | +13.9% | -2.3% | +16.2% | +16.0% |
| YTD | +6.5% | +10.4% | -3.9% | -3.4% |
| 1Y | +20.7% | +13.1% | +7.6% | +7.1% |
| 3Y | +229.5% | +68.0% | +161.5% | +90.7% |
| All | +229.5% | +69.0% | +160.5% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling