+54.9%
VXUS vs GFS
-2.1%
+57.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | +0.3% | +4.5% | -4.2% | -0.4% |
| 30D | +0.7% | -8.2% | +8.9% | +1.9% |
| 3M | +4.8% | -38.9% | +43.6% | +12.5% |
| 6M | +11.3% | -2.9% | +14.2% | +10.1% |
| YTD | +16.5% | +31.8% | -15.3% | +9.2% |
| 1Y | +24.3% | +43.1% | -18.9% | +14.5% |
| 3Y | +74.5% | -20.6% | +95.1% | +71.8% |
| All | +54.9% | -2.1% | +57.0% | +47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling