+177.4%
GD vs VSH
+128.2%
+49.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.4% | -11.2% | -0.1% |
| 7D | -3.0% | +3.5% | -6.5% | -4.0% |
| 30D | +9.3% | -22.4% | +31.7% | +13.3% |
| 3M | -7.2% | -25.2% | +18.0% | -3.8% |
| 6M | +5.5% | -22.5% | +28.0% | +4.0% |
| YTD | +9.5% | +84.2% | -74.7% | -13.2% |
| 1Y | +6.4% | +87.1% | -80.6% | -16.1% |
| 3Y | +59.8% | +31.7% | +28.2% | +30.7% |
| 5Y | +98.0% | +42.6% | +55.4% | +52.6% |
| 10Y | +177.4% | +116.6% | +60.8% | +87.2% |
| All | +177.4% | +128.2% | +49.1% | +87.2% |
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