+438.8%
GS vs VSH
+115.4%
+323.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.9% |
| 7D | +5.9% | +14.3% | -8.5% | +0.3% |
| 30D | +4.3% | -7.9% | +12.2% | +5.8% |
| 3M | -11.7% | -19.9% | +8.2% | -6.7% |
| 6M | -3.2% | -30.5% | +27.4% | +2.3% |
| YTD | +5.8% | +85.7% | -79.9% | -28.4% |
| 1Y | +16.0% | +98.9% | -82.9% | -24.0% |
| 3Y | +199.8% | +32.1% | +167.7% | +118.6% |
| 5Y | +155.5% | +39.7% | +115.8% | +74.4% |
| All | +438.8% | +115.4% | +323.5% | +178.2% |
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