+154.9%
GE vs VSH
+122.0%
+32.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | +5.4% | -1.6% | +7.0% | +5.3% |
| 30D | +9.6% | -21.3% | +30.9% | +16.9% |
| 3M | -7.7% | -18.9% | +11.2% | -3.6% |
| 6M | +14.0% | -21.4% | +35.5% | +12.3% |
| YTD | +10.2% | +86.8% | -76.7% | -25.0% |
| 1Y | +8.9% | +85.8% | -76.8% | -26.1% |
| 3Y | +273.7% | +30.1% | +243.5% | +172.1% |
| 5Y | +410.2% | +42.8% | +367.4% | +241.0% |
| All | +154.9% | +122.0% | +32.9% | +45.0% |
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