+185.7%
GS vs VSH
+64.7%
+121.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.4% | -1.3% |
| 7D | +0.9% | +4.1% | -3.1% | -0.3% |
| 30D | -1.6% | -4.2% | +2.6% | -0.7% |
| 3M | -4.5% | -50.0% | +45.5% | +15.7% |
| 6M | +20.9% | +80.2% | -59.3% | -8.7% |
| YTD | +19.9% | +121.1% | -101.2% | -16.4% |
| 1Y | +41.4% | +112.0% | -70.6% | -1.0% |
| 3Y | +239.2% | +22.5% | +216.6% | +179.3% |
| All | +185.7% | +64.7% | +121.1% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling