+81.6%
GM vs VSH
+64.5%
+17.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.8% | +3.1% |
| 7D | -1.1% | +3.1% | -4.1% | -1.9% |
| 30D | -3.4% | -5.7% | +2.3% | -2.2% |
| 3M | +8.7% | -42.5% | +51.2% | +24.1% |
| 6M | +15.4% | +82.7% | -67.3% | -15.4% |
| YTD | +6.6% | +118.2% | -111.6% | -27.7% |
| 1Y | +51.5% | +109.7% | -58.2% | +2.7% |
| 3Y | +169.3% | +35.3% | +134.1% | +116.1% |
| 5Y | +81.6% | +65.6% | +16.0% | +21.8% |
| All | +81.6% | +64.5% | +17.1% | +21.8% |
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