+46.8%
VXUS vs GFS
-9.0%
+55.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.3% | +17.2% | -14.9% | -0.3% |
| 30D | -2.2% | -8.7% | +6.5% | -1.1% |
| 3M | -5.4% | -19.7% | +14.3% | -2.6% |
| 6M | -1.2% | -40.7% | +39.5% | +5.6% |
| YTD | +10.4% | +22.5% | -12.2% | +4.1% |
| 1Y | +11.8% | +25.2% | -13.4% | +5.0% |
| 3Y | +68.4% | -17.7% | +86.1% | +64.2% |
| 5Y | +45.9% | -23.5% | +69.4% | +40.7% |
| All | +46.8% | -9.0% | +55.7% | +40.4% |
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