+63.4%
VSH vs GFI
+6.9%
+56.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.3% | -11.4% | -6.7% |
| 7D | -13.6% | +1.4% | -15.1% | -14.0% |
| 30D | -30.4% | +3.0% | -33.3% | -30.9% |
| 3M | -33.3% | +10.2% | -43.5% | -35.5% |
| 6M | -15.1% | -10.1% | -5.0% | -14.4% |
| YTD | +80.2% | -11.4% | +91.6% | +77.8% |
| 1Y | +63.4% | +8.4% | +55.0% | +54.0% |
| All | +63.4% | +6.9% | +56.4% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling