+13,507.3%
GOOGL vs VSH
+304.0%
+13,203.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.4% |
| 7D | -2.3% | +4.1% | -6.3% | -3.5% |
| 30D | -6.6% | -4.2% | -2.4% | -6.0% |
| 3M | -8.9% | -50.0% | +41.0% | +7.8% |
| 6M | +11.9% | +80.2% | -68.3% | -12.6% |
| YTD | +8.3% | +121.1% | -112.7% | -21.2% |
| 1Y | +46.2% | +112.0% | -65.8% | +6.8% |
| 3Y | +151.9% | +22.5% | +129.3% | +107.4% |
| 5Y | +137.7% | +64.0% | +73.7% | +77.1% |
| 10Y | +757.6% | +170.4% | +587.2% | +418.7% |
| All | +13,507.3% | +304.0% | +13,203.3% | +5,261.6% |
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