+170.5%
GM vs VSH
+42.0%
+128.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -1.7% |
| 7D | -2.4% | +4.8% | -7.2% | -3.3% |
| 30D | -1.1% | -0.7% | -0.4% | -1.2% |
| 3M | +6.1% | -43.1% | +49.2% | +17.2% |
| 6M | +15.0% | +91.8% | -76.8% | -8.5% |
| YTD | +6.0% | +131.6% | -125.6% | -20.3% |
| 1Y | +47.1% | +118.1% | -71.0% | +11.2% |
| 3Y | +170.5% | +40.9% | +129.6% | +145.1% |
| All | +170.5% | +42.0% | +128.5% | +145.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling