-16.4%
GFS vs VSH
+34.7%
-51.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +2.7% |
| 7D | -7.8% | -12.9% | +5.1% | 0.0% |
| 30D | -19.7% | -36.9% | +17.2% | +4.7% |
| 3M | -23.1% | -28.8% | +5.6% | -7.6% |
| 6M | -46.4% | -30.3% | -16.1% | -37.0% |
| YTD | +11.0% | +62.4% | -51.3% | -25.7% |
| 1Y | +12.6% | +62.5% | -49.9% | -25.0% |
| 3Y | -24.9% | +7.4% | -32.3% | -37.6% |
| 5Y | -39.1% | +25.4% | -64.5% | -58.2% |
| All | -16.4% | +34.7% | -51.1% | -44.7% |
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