+16.5%
VXUS vs GFS
+15.5%
+1.0%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +7.9% | +2.8% |
| 7D | +0.2% | -12.5% | +12.7% | +2.0% |
| 30D | -2.3% | -16.9% | +14.6% | +0.1% |
| 3M | -2.8% | -22.3% | +19.5% | +0.3% |
| 6M | +2.6% | -40.2% | +42.8% | +9.4% |
| YTD | +12.0% | +16.0% | -4.0% | +8.1% |
| 1Y | +16.5% | +17.7% | -1.1% | +11.3% |
| All | +16.5% | +15.5% | +1.0% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling