+18.0%
VTEB vs GFI
+1,066.8%
-1,048.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.4% |
| 7D | -0.9% | -4.9% | +3.9% | -0.8% |
| 30D | -2.5% | +10.7% | -13.2% | -2.7% |
| 3M | -3.0% | +25.6% | -28.6% | -3.5% |
| 6M | -2.1% | -8.3% | +6.1% | -2.1% |
| YTD | -1.5% | +6.3% | -7.8% | -1.9% |
| 1Y | +0.2% | +22.1% | -21.9% | -0.7% |
| 3Y | +8.6% | +289.2% | -280.6% | +4.3% |
| 5Y | +1.2% | +531.7% | -530.5% | -4.4% |
| All | +18.0% | +1,066.8% | -1,048.8% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling