+170.6%
GD vs VSH
+141.4%
+29.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -8.8% | -1.6% |
| 7D | +0.6% | +12.8% | -12.1% | -1.9% |
| 30D | +9.5% | -9.0% | +18.5% | +10.3% |
| 3M | -5.8% | -12.2% | +6.3% | -5.2% |
| 6M | +7.7% | -15.9% | +23.7% | +4.7% |
| YTD | +11.1% | +103.2% | -92.2% | -13.5% |
| 1Y | +6.1% | +108.4% | -102.3% | -18.1% |
| 3Y | +59.8% | +41.6% | +18.3% | +29.4% |
| 5Y | +104.6% | +54.6% | +50.0% | +55.8% |
| 10Y | +170.6% | +138.2% | +32.4% | +77.3% |
| All | +170.6% | +141.4% | +29.1% | +77.3% |
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