+223.7%
GM vs VXUS
+179.6%
+44.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.3% |
| 7D | +1.9% | +1.0% | +0.9% | +0.8% |
| 30D | -1.4% | +2.2% | -3.6% | -3.8% |
| 3M | +5.9% | +3.0% | +2.9% | +2.1% |
| 6M | +12.4% | +10.7% | +1.7% | -0.3% |
| YTD | +8.6% | +17.8% | -9.2% | -10.5% |
| 1Y | +52.6% | +27.6% | +25.0% | +14.6% |
| 3Y | +169.7% | +73.3% | +96.3% | +41.6% |
| 5Y | +87.5% | +54.3% | +33.2% | +14.8% |
| 10Y | +233.0% | +149.8% | +83.1% | +27.3% |
| All | +223.7% | +179.6% | +44.1% | +6.8% |
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