+41.4%
GS vs VSH
+118.1%
-76.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | -0.9% |
| 7D | +0.9% | +4.1% | -3.1% | +0.1% |
| 30D | -1.6% | -4.2% | +2.6% | -1.0% |
| 3M | -4.5% | -50.0% | +45.5% | +8.7% |
| 6M | +20.9% | +80.2% | -59.3% | -3.0% |
| YTD | +19.9% | +121.1% | -101.2% | -8.2% |
| 1Y | +41.4% | +112.0% | -70.6% | +9.0% |
| All | +41.4% | +118.1% | -76.7% | +9.0% |
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 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