+93.8%
GD vs VSH
+24.4%
+69.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.4% | -1.1% |
| 7D | -5.0% | -12.9% | +8.0% | -4.0% |
| 30D | +8.9% | -36.9% | +45.8% | +12.6% |
| 3M | -8.0% | -28.8% | +20.7% | -6.2% |
| 6M | +2.9% | -30.3% | +33.2% | +2.3% |
| YTD | +7.1% | +62.4% | -55.3% | -6.0% |
| 1Y | +5.9% | +62.5% | -56.6% | -7.1% |
| 3Y | +53.9% | +7.4% | +46.5% | +39.8% |
| All | +93.8% | +24.4% | +69.4% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling