+188.5%
GD vs VSH
+95.6%
+92.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.4% | -1.7% |
| 7D | -5.0% | -12.9% | +8.0% | -2.9% |
| 30D | +8.9% | -36.9% | +45.8% | +17.2% |
| 3M | -8.0% | -28.8% | +20.7% | -3.9% |
| 6M | +2.9% | -30.3% | +33.2% | +3.3% |
| YTD | +7.1% | +62.4% | -55.3% | -13.2% |
| 1Y | +5.9% | +62.5% | -56.6% | -14.3% |
| 3Y | +53.9% | +7.4% | +46.5% | +31.7% |
| 5Y | +95.4% | +25.4% | +70.0% | +54.1% |
| All | +188.5% | +95.6% | +92.9% | +86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling