+396.0%
GE vs VSH
+41.5%
+354.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.4% | -9.6% | +0.8% |
| 7D | +6.3% | +3.5% | +2.8% | +5.0% |
| 30D | +8.9% | -22.4% | +31.3% | +14.1% |
| 3M | -9.2% | -25.2% | +16.0% | -4.7% |
| 6M | +13.2% | -22.5% | +35.8% | +12.3% |
| YTD | +9.4% | +84.2% | -74.8% | -17.0% |
| 1Y | +9.8% | +87.1% | -77.3% | -17.3% |
| 3Y | +278.2% | +31.7% | +246.5% | +202.1% |
| 5Y | +396.0% | +42.6% | +353.4% | +248.3% |
| All | +396.0% | +41.5% | +354.5% | +248.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling