+158.6%
GE vs VSH
+141.4%
+17.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.8% | -7.3% | -1.5% |
| 7D | +4.0% | +12.8% | -8.7% | -0.7% |
| 30D | +11.1% | -9.0% | +20.1% | +12.8% |
| 3M | -6.7% | -12.2% | +5.5% | -5.2% |
| 6M | +14.3% | -15.9% | +30.2% | +10.1% |
| YTD | +11.7% | +103.2% | -91.5% | -26.1% |
| 1Y | +10.9% | +108.4% | -97.5% | -27.8% |
| 3Y | +279.0% | +41.6% | +237.5% | +168.1% |
| 5Y | +427.0% | +54.6% | +372.4% | +243.1% |
| 10Y | +158.6% | +138.2% | +20.4% | +42.9% |
| All | +158.6% | +141.4% | +17.1% | +42.9% |
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 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