+393.9%
GH vs VSH
+80.8%
+313.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -1.2% | +3.1% | -4.3% | -2.5% |
| 30D | -3.7% | -5.7% | +2.0% | -1.8% |
| 3M | +21.7% | -42.5% | +64.1% | +46.4% |
| 6M | +75.7% | +82.7% | -6.9% | +19.6% |
| YTD | +55.7% | +118.2% | -62.5% | -3.7% |
| 1Y | +181.1% | +109.7% | +71.5% | +73.8% |
| 3Y | +371.6% | +35.3% | +336.3% | +246.3% |
| 5Y | +23.2% | +65.6% | -42.4% | -19.2% |
| All | +393.9% | +80.8% | +313.1% | +198.4% |
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