+149.7%
VSH vs CG
+281.3%
-131.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.0% |
| 7D | -12.9% | -1.2% | -11.7% | -12.3% |
| 30D | -36.9% | +5.0% | -41.9% | -38.5% |
| 3M | -28.8% | -18.2% | -10.6% | -22.4% |
| 6M | -30.3% | -20.7% | -9.6% | -23.2% |
| YTD | +62.4% | -31.4% | +93.8% | +89.5% |
| 1Y | +62.5% | -22.3% | +84.8% | +78.3% |
| 3Y | +7.4% | +50.2% | -42.8% | -14.4% |
| 5Y | +25.4% | -22.1% | +47.5% | +28.7% |
| 10Y | +102.6% | +295.5% | -192.9% | +3.5% |
| All | +149.7% | +281.3% | -131.6% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling