+72.8%
AG vs VSH
+67.3%
+5.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.8% |
| 7D | -0.1% | +3.5% | -3.6% | -1.3% |
| 30D | +12.5% | -4.4% | +16.8% | +13.9% |
| 3M | +28.2% | -45.8% | +74.0% | +52.8% |
| 6M | -18.8% | +90.1% | -109.0% | -38.1% |
| YTD | +27.4% | +120.3% | -92.9% | -8.2% |
| 1Y | +132.2% | +112.2% | +20.0% | +69.4% |
| 3Y | +286.9% | +36.6% | +250.3% | +224.6% |
| 5Y | +72.8% | +67.0% | +5.8% | +24.0% |
| All | +72.8% | +67.3% | +5.5% | +24.0% |
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