+448.8%
GS vs VSH
+122.0%
+326.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +1.6% | -1.6% | +3.2% | +1.5% |
| 30D | +1.7% | -21.3% | +23.0% | +9.5% |
| 3M | -11.6% | -18.9% | +7.3% | -6.9% |
| 6M | -1.9% | -21.4% | +19.5% | -1.9% |
| YTD | +5.1% | +86.8% | -81.8% | -29.0% |
| 1Y | +16.4% | +85.8% | -69.3% | -21.3% |
| 3Y | +199.0% | +30.1% | +168.8% | +120.1% |
| 5Y | +157.4% | +42.8% | +114.6% | +74.2% |
| All | +448.8% | +122.0% | +326.9% | +177.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling