+169.7%
VEA vs GFI
+360.5%
-190.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.0% |
| 3M | +2.5% | +25.6% | -23.2% | -0.4% |
| 6M | +11.1% | -8.3% | +19.4% | +11.4% |
| YTD | +17.2% | +6.3% | +10.9% | +15.1% |
| 1Y | +24.5% | +22.1% | +2.4% | +19.9% |
| 3Y | +75.4% | +289.2% | -213.8% | +45.9% |
| 5Y | +61.1% | +531.7% | -470.6% | +23.7% |
| 10Y | +163.1% | +1,043.8% | -880.7% | +73.2% |
| All | +169.7% | +360.5% | -190.8% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling