+274.9%
AG vs VSH
+34.2%
+240.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +4.5% | +6.2% | -1.7% | +2.6% |
| 30D | +12.9% | -11.1% | +24.0% | +16.5% |
| 3M | +20.9% | -44.9% | +65.9% | +41.3% |
| 6M | -19.5% | +90.0% | -109.5% | -36.9% |
| YTD | +24.8% | +118.8% | -94.0% | -6.8% |
| 1Y | +120.2% | +109.0% | +11.3% | +66.7% |
| All | +274.9% | +34.2% | +240.8% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling