+134.4%
VXUS vs GD
+192.5%
-58.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.3% | -2.8% |
| 7D | -3.4% | -3.9% | +0.5% | -2.0% |
| 30D | -5.8% | +8.1% | -13.9% | -8.7% |
| 3M | -6.4% | -6.8% | +0.3% | -4.2% |
| 6M | -2.5% | +3.0% | -5.5% | -4.2% |
| YTD | +7.9% | +7.8% | +0.1% | +3.6% |
| 1Y | +11.5% | +5.8% | +5.7% | +7.8% |
| 3Y | +63.4% | +55.3% | +8.1% | +33.1% |
| 5Y | +42.9% | +96.7% | -53.8% | +3.1% |
| All | +134.4% | +192.5% | -58.0% | +53.9% |
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