+240.0%
VSH vs CG
+351.2%
-111.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.1% | +5.2% |
| 7D | +4.1% | -4.3% | +8.4% | +6.2% |
| 30D | -4.2% | -5.1% | +0.9% | -2.3% |
| 3M | -50.0% | +8.7% | -58.6% | -52.2% |
| 6M | +80.2% | -9.2% | +89.4% | +86.3% |
| YTD | +121.1% | -18.9% | +139.9% | +139.0% |
| 1Y | +112.0% | -25.6% | +137.6% | +138.7% |
| 3Y | +22.5% | +57.3% | -34.7% | -4.5% |
| 5Y | +64.0% | +10.2% | +53.9% | +42.9% |
| 10Y | +170.4% | +364.2% | -193.8% | +28.1% |
| All | +240.0% | +351.2% | -111.2% | +53.1% |
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