+160.3%
VEA vs GD
+189.7%
-29.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.9% | -3.5% | +5.3% | +3.3% |
| 30D | +0.8% | -9.0% | +9.8% | +4.6% |
| 3M | +5.7% | +5.1% | +0.6% | +3.2% |
| 6M | +13.3% | -1.0% | +14.3% | +13.1% |
| YTD | +18.4% | +7.3% | +11.1% | +13.8% |
| 1Y | +27.0% | +12.4% | +14.5% | +19.5% |
| 3Y | +79.3% | +73.7% | +5.6% | +37.3% |
| 5Y | +62.1% | +93.8% | -31.6% | +16.4% |
| 10Y | +160.3% | +190.6% | -30.3% | +51.1% |
| All | +160.3% | +189.7% | -29.4% | +51.1% |
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