+142.2%
VXUS vs GD
+180.8%
-38.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | +0.5% | -1.9% | +2.4% | +1.2% |
| 30D | -2.5% | +10.9% | -13.5% | -6.4% |
| 3M | -4.6% | -6.8% | +2.1% | -2.3% |
| 6M | -2.6% | +7.0% | -9.6% | -5.7% |
| YTD | +10.4% | +11.1% | -0.7% | +4.7% |
| 1Y | +12.9% | +7.0% | +5.8% | +8.7% |
| 3Y | +68.4% | +59.9% | +8.5% | +35.3% |
| 5Y | +47.7% | +102.5% | -54.8% | +5.0% |
| 10Y | +142.2% | +174.0% | -31.8% | +51.6% |
| All | +142.2% | +180.8% | -38.6% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling