-25.2%
GIS vs VSH
+64.0%
-89.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -3.1% |
| 7D | -8.4% | +2.8% | -11.2% | -8.3% |
| 30D | -5.2% | -6.0% | +0.8% | -5.3% |
| 3M | +8.2% | -42.6% | +50.8% | +7.6% |
| 6M | -12.0% | +82.1% | -94.1% | -13.6% |
| YTD | -18.9% | +117.5% | -136.4% | -20.7% |
| 1Y | -23.6% | +109.0% | -132.6% | -25.4% |
| 3Y | -37.6% | +34.9% | -72.5% | -39.1% |
| 5Y | -25.2% | +65.1% | -90.3% | -28.2% |
| All | -25.2% | +64.0% | -89.2% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling