+606.9%
GEV vs VSH
+47.5%
+559.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.5% |
| 7D | -1.9% | +3.1% | -5.0% | -2.9% |
| 30D | -8.7% | -5.7% | -3.0% | -7.0% |
| 3M | +6.6% | -42.5% | +49.1% | +25.6% |
| 6M | +10.2% | +82.7% | -72.5% | -16.1% |
| YTD | +41.6% | +118.2% | -76.6% | +0.6% |
| 1Y | +43.9% | +109.7% | -65.8% | +3.0% |
| All | +606.9% | +47.5% | +559.4% | +509.3% |
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 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