+188.7%
GD vs VSH
+169.0%
+19.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.6% |
| 7D | -5.3% | +4.1% | -9.3% | -6.0% |
| 30D | -6.4% | -4.2% | -2.3% | -6.0% |
| 3M | +5.7% | -50.0% | +55.7% | +18.5% |
| 6M | -0.9% | +80.2% | -81.1% | -18.5% |
| YTD | +8.2% | +121.1% | -112.9% | -15.9% |
| 1Y | +13.4% | +112.0% | -98.6% | -11.5% |
| 3Y | +68.5% | +22.5% | +46.0% | +45.8% |
| 5Y | +97.2% | +64.0% | +33.1% | +50.9% |
| All | +188.7% | +169.0% | +19.6% | +74.1% |
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