+52.6%
VXUS vs GFI
+515.1%
-462.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.0% |
| 7D | -1.9% | -5.1% | +3.2% | -1.3% |
| 30D | -0.7% | +13.4% | -14.2% | -2.3% |
| 3M | +4.9% | +36.2% | -31.3% | +0.9% |
| 6M | +9.7% | -9.8% | +19.5% | +9.9% |
| YTD | +15.0% | +7.7% | +7.3% | +12.8% |
| 1Y | +22.4% | +27.2% | -4.7% | +17.6% |
| 3Y | +72.2% | +300.3% | -228.1% | +44.1% |
| 5Y | +52.6% | +539.8% | -487.2% | +18.4% |
| All | +52.6% | +515.1% | -462.5% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling