+46.1%
VXUS vs GFS
-25.2%
+71.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | +2.1% | +7.4% | -5.3% | +0.9% |
| 30D | -1.1% | -15.3% | +14.1% | +1.2% |
| 3M | -5.6% | -21.1% | +15.5% | -2.5% |
| 6M | -2.3% | -44.5% | +42.2% | +5.8% |
| YTD | +10.4% | +19.2% | -8.9% | +4.3% |
| 1Y | +13.1% | +27.2% | -14.2% | +5.6% |
| 3Y | +68.0% | -20.1% | +88.1% | +64.5% |
| All | +46.1% | -25.2% | +71.4% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling