+158.0%
VEA vs GD
+185.2%
-27.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +2.0% |
| 7D | +0.4% | -3.0% | +3.5% | +1.6% |
| 30D | -0.7% | +9.3% | -10.0% | -4.2% |
| 3M | -3.9% | -7.2% | +3.3% | -1.2% |
| 6M | -0.6% | +5.5% | -6.0% | -3.3% |
| YTD | +12.9% | +9.5% | +3.4% | +7.5% |
| 1Y | +18.4% | +6.4% | +11.9% | +14.0% |
| 3Y | +75.3% | +59.8% | +15.4% | +39.6% |
| 5Y | +54.3% | +98.0% | -43.7% | +9.6% |
| 10Y | +158.0% | +177.4% | -19.3% | +61.2% |
| All | +158.0% | +185.2% | -27.1% | +61.2% |
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