+152.0%
GE vs VSH
+115.4%
+36.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.7% |
| 7D | +2.7% | +14.3% | -11.7% | -2.2% |
| 30D | +8.1% | -7.9% | +15.9% | +9.4% |
| 3M | -7.9% | -19.9% | +12.0% | -3.5% |
| 6M | +12.9% | -30.5% | +43.4% | +17.1% |
| YTD | +8.2% | +85.7% | -77.5% | -26.4% |
| 1Y | +9.7% | +98.9% | -89.3% | -27.8% |
| 3Y | +266.1% | +32.1% | +234.0% | +163.9% |
| 5Y | +407.4% | +39.7% | +367.7% | +242.0% |
| All | +152.0% | +115.4% | +36.6% | +41.9% |
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