+161.1%
VEA vs GD
+174.7%
-13.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | 0.0% | +9.5% | -9.5% | -3.7% |
| 3M | -3.6% | -5.8% | +2.3% | -1.5% |
| 6M | -0.5% | +7.7% | -8.2% | -4.1% |
| YTD | +13.0% | +11.1% | +1.9% | +7.0% |
| 1Y | +16.3% | +6.1% | +10.2% | +12.2% |
| 3Y | +74.4% | +59.8% | +14.6% | +39.0% |
| 5Y | +55.8% | +104.6% | -48.8% | +9.0% |
| 10Y | +161.1% | +170.6% | -9.5% | +59.9% |
| All | +161.1% | +174.7% | -13.6% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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