+61.1%
VEA vs GFS
0.0%
+61.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | -1.5% | +3.8% | -5.3% | -2.1% |
| 30D | -0.8% | -11.7% | +10.9% | +1.1% |
| 3M | +2.5% | -41.8% | +44.2% | +11.1% |
| 6M | +11.1% | +6.6% | +4.5% | +8.2% |
| YTD | +17.2% | +34.6% | -17.5% | +9.1% |
| 1Y | +24.5% | +46.2% | -21.6% | +13.9% |
| 3Y | +75.4% | -20.3% | +95.7% | +72.6% |
| All | +61.1% | 0.0% | +61.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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