+380.9%
GH vs VSH
+60.6%
+320.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.9% |
| 7D | +0.9% | +26.2% | -25.3% | -8.5% |
| 30D | -4.5% | -12.5% | +8.0% | -0.8% |
| 3M | -6.2% | -16.9% | +10.7% | -2.2% |
| 6M | +55.0% | -17.0% | +71.9% | +49.4% |
| YTD | +51.6% | +93.8% | -42.2% | -4.4% |
| 1Y | +58.3% | +99.3% | -41.1% | -2.0% |
| 3Y | +617.6% | +35.0% | +582.6% | +404.0% |
| 5Y | +49.2% | +45.8% | +3.4% | +0.4% |
| All | +380.9% | +60.6% | +320.4% | +196.2% |
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