+63.4%
VSH vs CG
-14.1%
+77.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.5% | -9.6% | -6.2% |
| 7D | -13.6% | +9.4% | -23.1% | -15.7% |
| 30D | -30.4% | +8.7% | -39.1% | -31.9% |
| 3M | -33.3% | -15.0% | -18.3% | -29.8% |
| 6M | -15.1% | -13.2% | -1.9% | -11.4% |
| YTD | +80.2% | -26.2% | +106.4% | +95.3% |
| 1Y | +63.4% | -14.1% | +77.5% | +51.7% |
| All | +63.4% | -14.1% | +77.4% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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