+138.0%
GOOGL vs VSH
+66.1%
+71.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +1.1% | +6.2% | -5.1% | -0.5% |
| 30D | -4.4% | -11.1% | +6.7% | -2.0% |
| 3M | -6.8% | -44.9% | +38.1% | +6.2% |
| 6M | +13.6% | +90.0% | -76.4% | -14.7% |
| YTD | +8.3% | +118.8% | -110.5% | -23.3% |
| 1Y | +44.9% | +109.0% | -64.0% | +3.2% |
| 3Y | +150.5% | +35.6% | +114.8% | +102.2% |
| All | +138.0% | +66.1% | +71.9% | +68.4% |
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