+121.2%
VSH vs CG
+308.6%
-187.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.9% | +2.2% |
| 7D | -1.6% | +2.0% | -3.5% | -2.2% |
| 30D | -21.3% | +8.5% | -29.8% | -24.7% |
| 3M | -18.9% | -12.1% | -6.8% | -13.9% |
| 6M | -21.4% | -16.4% | -5.0% | -14.9% |
| YTD | +86.8% | -28.0% | +114.8% | +116.2% |
| 1Y | +85.8% | -18.9% | +104.6% | +101.3% |
| 3Y | +30.1% | +51.2% | -21.1% | -0.4% |
| 5Y | +42.8% | -15.9% | +58.7% | +41.3% |
| 10Y | +121.2% | +305.9% | -184.7% | +1.7% |
| All | +121.2% | +308.6% | -187.4% | +1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling