+19.7%
GS vs VSH
+62.1%
-42.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.1% | +8.6% | +4.6% |
| 7D | +0.3% | -13.6% | +13.9% | +3.2% |
| 30D | +3.9% | -30.4% | +34.2% | +11.4% |
| 3M | -11.4% | -33.3% | +21.8% | -4.9% |
| 6M | +3.7% | -15.1% | +18.8% | +0.3% |
| YTD | +7.1% | +80.2% | -73.1% | -19.9% |
| 1Y | +19.7% | +63.4% | -43.7% | -7.9% |
| All | +19.7% | +62.1% | -42.4% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling