+35.6%
VSH vs CG
+56.8%
-21.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | +0.2% |
| 7D | +6.2% | -1.3% | +7.5% | +6.9% |
| 30D | -11.1% | -3.2% | -8.0% | -10.1% |
| 3M | -44.9% | +6.2% | -51.1% | -47.2% |
| 6M | +90.0% | -4.7% | +94.6% | +91.6% |
| YTD | +118.8% | -20.6% | +139.4% | +143.8% |
| 1Y | +109.0% | -26.4% | +135.3% | +143.5% |
| 3Y | +35.6% | +55.4% | -19.7% | +0.4% |
| All | +35.6% | +56.8% | -21.1% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling