+152.0%
GE vs VSH
+172.7%
-20.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | -1.2% | +3.5% | -4.8% | -2.5% |
| 30D | -11.3% | -4.4% | -6.9% | -10.1% |
| 3M | -1.4% | -45.8% | +44.4% | +18.1% |
| 6M | +1.2% | +90.1% | -88.9% | -28.4% |
| YTD | +5.9% | +120.3% | -114.4% | -30.1% |
| 1Y | +18.4% | +112.2% | -93.8% | -21.7% |
| 3Y | +271.0% | +36.6% | +234.4% | +177.0% |
| 5Y | +417.9% | +67.0% | +350.9% | +237.1% |
| 10Y | +152.0% | +179.5% | -27.5% | +29.5% |
| All | +152.0% | +172.7% | -20.7% | +29.5% |
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 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