+238.7%
GM vs VSH
+190.3%
+48.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.8% |
| 7D | +0.4% | +6.2% | -5.8% | -2.0% |
| 30D | -1.8% | -11.1% | +9.3% | +2.2% |
| 3M | +2.6% | -44.9% | +47.5% | +24.2% |
| 6M | +14.6% | +90.0% | -75.4% | -22.2% |
| YTD | +6.2% | +118.8% | -112.6% | -33.1% |
| 1Y | +48.7% | +109.0% | -60.3% | -6.0% |
| 3Y | +168.3% | +35.6% | +132.7% | +93.1% |
| 5Y | +82.8% | +66.7% | +16.1% | +17.0% |
| 10Y | +226.2% | +167.9% | +58.3% | +61.2% |
| All | +238.7% | +190.3% | +48.4% | +46.3% |
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