+59.9%
VEA vs GFI
+524.1%
-464.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.2% |
| 7D | -1.5% | -4.9% | +3.4% | -0.9% |
| 30D | -0.8% | +10.7% | -11.6% | -2.1% |
| 3M | +2.5% | +25.6% | -23.2% | -0.6% |
| 6M | +11.1% | -8.3% | +19.4% | +11.2% |
| YTD | +17.2% | +6.3% | +10.9% | +15.1% |
| 1Y | +24.5% | +22.1% | +2.4% | +20.0% |
| 3Y | +75.4% | +289.2% | -213.8% | +46.7% |
| All | +59.9% | +524.1% | -464.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling