+152.6%
VEA vs GD
+568.0%
-415.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -2.2% | -5.0% | +2.8% | +0.5% |
| 30D | -3.4% | +8.9% | -12.3% | -7.9% |
| 3M | -5.6% | -8.0% | +2.4% | -1.6% |
| 6M | -3.4% | +2.9% | -6.3% | -5.9% |
| YTD | +9.7% | +7.1% | +2.6% | +3.8% |
| 1Y | +15.4% | +5.9% | +9.4% | +9.7% |
| 3Y | +68.5% | +53.9% | +14.7% | +27.1% |
| 5Y | +49.6% | +95.4% | -45.8% | -4.2% |
| 10Y | +154.3% | +193.5% | -39.2% | +17.1% |
| All | +152.6% | +568.0% | -415.4% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling