+54.9%
GD vs VSH
+1.1%
+53.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.8% | +12.4% | -1.6% |
| 7D | -3.9% | -25.2% | +21.3% | -2.6% |
| 30D | +8.1% | -41.8% | +49.9% | +10.9% |
| 3M | -6.8% | -33.4% | +26.7% | -5.2% |
| 6M | +3.0% | -31.0% | +34.1% | +1.8% |
| YTD | +7.8% | +53.6% | -45.8% | -3.0% |
| 1Y | +5.8% | +46.3% | -40.5% | -4.3% |
| All | +54.9% | +1.1% | +53.8% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling