+19,851.2%
GD vs VSH
+1,674.8%
+18,176.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.4% |
| 7D | -5.3% | +4.1% | -9.3% | -5.8% |
| 30D | -6.4% | -4.2% | -2.3% | -6.1% |
| 3M | +5.7% | -50.0% | +55.7% | +14.8% |
| 6M | -0.9% | +80.2% | -81.1% | -12.2% |
| YTD | +8.2% | +121.1% | -112.9% | -7.4% |
| 1Y | +13.4% | +112.0% | -98.6% | -2.6% |
| 3Y | +68.5% | +22.5% | +46.0% | +52.7% |
| 5Y | +97.2% | +64.0% | +33.1% | +68.9% |
| 10Y | +190.2% | +170.4% | +19.8% | +126.1% |
| All | +19,851.2% | +1,674.8% | +18,176.4% | +12,732.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling