+401.3%
GH vs VSH
+83.2%
+318.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.6% |
| 7D | -0.1% | +4.1% | -4.1% | -1.8% |
| 30D | -1.1% | -4.2% | +3.1% | +0.1% |
| 3M | +21.3% | -50.0% | +71.3% | +55.1% |
| 6M | +73.5% | +80.2% | -6.7% | +18.8% |
| YTD | +58.0% | +121.1% | -63.1% | -2.8% |
| 1Y | +163.1% | +112.0% | +51.1% | +61.8% |
| 3Y | +361.0% | +22.5% | +338.5% | +256.8% |
| 5Y | +22.5% | +64.0% | -41.5% | -19.3% |
| All | +401.3% | +83.2% | +318.1% | +201.3% |
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