+173.7%
VEA vs GD
+574.8%
-401.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.4% |
| 7D | +1.0% | -5.3% | +6.2% | +3.9% |
| 30D | +1.9% | -6.4% | +8.4% | +5.6% |
| 3M | +3.2% | +5.7% | -2.5% | -0.4% |
| 6M | +10.2% | -0.9% | +11.2% | +9.7% |
| YTD | +18.9% | +8.2% | +10.7% | +12.2% |
| 1Y | +29.3% | +13.4% | +15.9% | +18.6% |
| 3Y | +76.8% | +68.5% | +8.3% | +26.3% |
| 5Y | +61.2% | +97.2% | -35.9% | +2.8% |
| 10Y | +163.3% | +190.2% | -26.9% | +22.6% |
| All | +173.7% | +574.8% | -401.1% | -35.0% |
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