+478.5%
GS vs VSH
+128.2%
+350.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +13.4% | -8.8% | -0.3% |
| 7D | +0.8% | +3.5% | -2.7% | -1.2% |
| 30D | +1.2% | -22.4% | +23.6% | +9.6% |
| 3M | -12.4% | -25.2% | +12.8% | -4.9% |
| 6M | -2.3% | -22.5% | +20.2% | -1.8% |
| YTD | +4.6% | +84.2% | -79.6% | -28.9% |
| 1Y | +17.5% | +87.1% | -69.6% | -20.9% |
| 3Y | +202.0% | +31.7% | +170.4% | +120.8% |
| 5Y | +152.4% | +42.6% | +109.8% | +70.6% |
| 10Y | +478.5% | +116.6% | +361.9% | +200.3% |
| All | +478.5% | +128.2% | +350.3% | +200.3% |
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