-17.5%
GFS vs VSH
+43.7%
-61.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.8% | -3.3% | +0.6% |
| 7D | +6.2% | +12.8% | -6.5% | -1.2% |
| 30D | -11.4% | -9.0% | -2.3% | -7.9% |
| 3M | -15.5% | -12.2% | -3.3% | -11.3% |
| 6M | -42.6% | -15.9% | -26.7% | -39.5% |
| YTD | +23.2% | +103.2% | -80.0% | -21.6% |
| 1Y | +23.6% | +108.4% | -84.9% | -22.6% |
| All | -17.5% | +43.7% | -61.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling