-2.4%
GFS vs VSH
+83.4%
-85.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.4% | -2.9% | -1.3% |
| 7D | +1.0% | +4.1% | -3.1% | -1.6% |
| 30D | -8.6% | -4.2% | -4.4% | -6.2% |
| 3M | -46.5% | -50.0% | +3.4% | -19.2% |
| 6M | -4.8% | +80.2% | -85.0% | -37.6% |
| YTD | +29.7% | +121.1% | -91.4% | -26.5% |
| 1Y | +35.8% | +112.0% | -76.2% | -22.0% |
| 3Y | -18.3% | +22.5% | -40.9% | -33.4% |
| All | -2.4% | +83.4% | -85.9% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling