+2.4%
AG vs VSH
+46.9%
-44.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.6% | -0.6% | -3.8% |
| 7D | -6.0% | +26.2% | -32.2% | -13.0% |
| 30D | -14.3% | -12.5% | -1.8% | -11.6% |
| 3M | -26.9% | -16.9% | -10.0% | -23.9% |
| 6M | -42.1% | -17.0% | -25.1% | -41.8% |
| YTD | -15.9% | +93.8% | -109.7% | -37.8% |
| 1Y | +11.5% | +99.3% | -87.8% | -18.4% |
| 3Y | +208.0% | +35.0% | +173.0% | +154.1% |
| 5Y | +2.4% | +45.8% | -43.4% | -25.8% |
| All | +2.4% | +46.9% | -44.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling