+217.2%
GM vs VXUS
+161.8%
+55.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.2% | +2.1% | -2.3% | -2.5% |
| 30D | +3.6% | -1.1% | +4.7% | +4.8% |
| 3M | -0.2% | -5.6% | +5.4% | +6.3% |
| 6M | +13.9% | -2.3% | +16.2% | +16.4% |
| YTD | +6.5% | +10.4% | -3.9% | -5.6% |
| 1Y | +20.7% | +13.1% | +7.6% | +4.2% |
| 3Y | +229.5% | +68.0% | +161.5% | +78.8% |
| 5Y | +41.5% | +45.8% | -4.3% | -7.8% |
| 10Y | +204.8% | +144.7% | +60.1% | +20.3% |
| All | +217.2% | +161.8% | +55.3% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling