-23.5%
GFS vs VSH
+46.9%
-70.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +2.3% |
| 7D | +17.2% | +26.2% | -9.0% | +1.2% |
| 30D | -8.7% | -12.5% | +3.8% | -2.8% |
| 3M | -19.7% | -16.9% | -2.7% | -12.7% |
| 6M | -40.7% | -17.0% | -23.7% | -37.8% |
| YTD | +22.5% | +93.8% | -71.3% | -26.7% |
| 1Y | +25.2% | +99.3% | -74.1% | -26.7% |
| 3Y | -17.7% | +35.0% | -52.7% | -41.5% |
| 5Y | -23.5% | +45.8% | -69.4% | -52.9% |
| All | -23.5% | +46.9% | -70.4% | -52.9% |
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 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