-12.1%
GFS vs VSH
+55.0%
-67.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | -0.6% |
| 7D | -5.3% | -1.6% | -3.7% | -4.9% |
| 30D | -15.8% | -21.3% | +5.5% | -4.2% |
| 3M | -18.6% | -18.9% | +0.3% | -10.1% |
| 6M | -45.0% | -21.4% | -23.6% | -40.2% |
| YTD | +16.8% | +86.8% | -70.1% | -28.6% |
| 1Y | +17.8% | +85.8% | -68.0% | -28.0% |
| 3Y | -21.5% | +30.1% | -51.7% | -42.9% |
| 5Y | -29.3% | +42.8% | -72.2% | -55.4% |
| All | -12.1% | +55.0% | -67.1% | -46.9% |
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