-2.7%
GS vs VSH
-41.5%
+38.8%
-6.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.8% | +8.4% | -2.9% |
| 7D | -6.3% | -25.2% | +18.8% | -0.3% |
| 30D | -3.1% | -41.8% | +38.7% | +8.4% |
| All | -2.7% | -41.5% | +38.8% | +8.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling