+126.0%
GOOGL vs VSH
+31.2%
+94.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.3% |
| 7D | +3.9% | +14.3% | -10.5% | +1.6% |
| 30D | -14.9% | -7.9% | -7.1% | -14.4% |
| 3M | -14.6% | -19.9% | +5.3% | -12.7% |
| 6M | -26.4% | -30.5% | +4.1% | -25.6% |
| YTD | -5.3% | +85.7% | -91.0% | -24.0% |
| 1Y | +6.5% | +98.9% | -92.5% | -16.1% |
| 3Y | +126.0% | +32.1% | +94.0% | +83.0% |
| All | +126.0% | +31.2% | +94.8% | +83.0% |
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