+179.5%
VSH vs CG
+324.5%
-145.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +2.8% |
| 7D | +3.5% | -6.4% | +10.0% | +7.1% |
| 30D | -4.4% | -7.1% | +2.7% | -1.3% |
| 3M | -45.8% | -1.6% | -44.2% | -45.8% |
| 6M | +90.1% | -8.3% | +98.5% | +95.8% |
| YTD | +120.3% | -23.8% | +144.1% | +147.8% |
| 1Y | +112.2% | -28.7% | +141.0% | +147.0% |
| 3Y | +36.6% | +49.2% | -12.6% | +5.3% |
| 5Y | +67.0% | +5.5% | +61.5% | +45.0% |
| 10Y | +179.5% | +331.2% | -151.8% | +25.4% |
| All | +179.5% | +324.5% | -145.0% | +25.4% |
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