+186.8%
GS vs VSH
+1.1%
+185.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.8% | +8.4% | -2.4% |
| 7D | -6.3% | -25.2% | +18.8% | +0.9% |
| 30D | -3.1% | -41.8% | +38.7% | +11.1% |
| 3M | -17.7% | -33.4% | +15.8% | -9.6% |
| 6M | -4.6% | -31.0% | +26.5% | -1.4% |
| YTD | +0.3% | +53.6% | -53.3% | -21.9% |
| 1Y | +11.7% | +46.3% | -34.6% | -11.7% |
| All | +186.8% | +1.1% | +185.8% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling