+147.3%
VXUS vs GFI
+1,066.8%
-919.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -1.4% | -4.9% | +3.4% | -1.0% |
| 30D | -0.5% | +10.7% | -11.2% | -1.3% |
| 3M | +2.6% | +25.6% | -23.1% | +0.5% |
| 6M | +10.9% | -8.3% | +19.1% | +10.9% |
| YTD | +16.1% | +6.3% | +9.8% | +14.8% |
| 1Y | +22.3% | +22.1% | +0.2% | +19.3% |
| 3Y | +72.0% | +289.2% | -217.2% | +53.0% |
| 5Y | +54.1% | +531.7% | -477.5% | +31.4% |
| All | +147.3% | +1,066.8% | -919.6% | +112.3% |
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