+486.7%
GS vs VSH
+95.6%
+391.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -2.5% |
| 7D | -3.2% | -12.9% | +9.7% | +1.3% |
| 30D | -2.4% | -36.9% | +34.4% | +14.3% |
| 3M | -15.7% | -28.8% | +13.0% | -6.9% |
| 6M | -6.8% | -30.3% | +23.5% | -2.5% |
| YTD | -0.1% | +62.4% | -62.4% | -28.7% |
| 1Y | +12.1% | +62.5% | -50.4% | -20.3% |
| 3Y | +185.8% | +7.4% | +178.4% | +127.5% |
| 5Y | +140.1% | +25.4% | +114.7% | +70.5% |
| All | +486.7% | +95.6% | +391.1% | +207.8% |
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