+11,791.0%
GOOGL vs VSH
+239.2%
+11,551.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.2% |
| 7D | +3.9% | +14.3% | -10.5% | -0.4% |
| 30D | -14.9% | -7.9% | -7.1% | -14.1% |
| 3M | -14.6% | -19.9% | +5.3% | -11.3% |
| 6M | -26.4% | -30.5% | +4.1% | -24.1% |
| YTD | -5.3% | +85.7% | -91.0% | -29.2% |
| 1Y | +6.5% | +98.9% | -92.5% | -22.3% |
| 3Y | +126.0% | +32.1% | +94.0% | +76.8% |
| 5Y | +100.8% | +39.7% | +61.2% | +53.4% |
| 10Y | +673.8% | +117.6% | +556.2% | +387.5% |
| All | +11,791.0% | +239.2% | +11,551.8% | +4,717.2% |
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