+11.0%
GS vs VSH
+97.1%
-86.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -0.4% |
| 7D | +5.1% | +26.2% | -21.1% | -0.3% |
| 30D | +2.4% | -12.5% | +14.9% | +4.5% |
| 3M | -11.5% | -16.9% | +5.4% | -9.2% |
| 6M | -2.5% | -17.0% | +14.5% | -5.4% |
| YTD | +5.5% | +93.8% | -88.4% | -25.8% |
| 1Y | +11.0% | +99.3% | -88.3% | -22.6% |
| All | +11.0% | +97.1% | -86.1% | -22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling