+264.0%
AG vs VSH
+253.3%
+10.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.6% | -0.6% | -3.7% |
| 7D | -6.0% | +26.2% | -32.2% | -13.4% |
| 30D | -14.3% | -12.5% | -1.8% | -11.5% |
| 3M | -26.9% | -16.9% | -10.0% | -23.8% |
| 6M | -42.1% | -17.0% | -25.1% | -41.8% |
| YTD | -15.9% | +93.8% | -109.7% | -37.4% |
| 1Y | +11.5% | +99.3% | -87.8% | -17.9% |
| 3Y | +208.0% | +35.0% | +173.0% | +146.1% |
| 5Y | +2.4% | +45.8% | -43.4% | -22.0% |
| 10Y | +77.0% | +127.1% | -50.1% | +5.1% |
| All | +264.0% | +253.3% | +10.7% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling