+192.7%
VSH vs GFI
+1,066.8%
-874.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.2% |
| 7D | +4.8% | -4.9% | +9.6% | +5.1% |
| 30D | -0.7% | +10.7% | -11.4% | -1.4% |
| 3M | -43.1% | +25.6% | -68.7% | -44.0% |
| 6M | +91.8% | -8.3% | +100.0% | +91.5% |
| YTD | +131.6% | +6.3% | +125.3% | +129.6% |
| 1Y | +118.1% | +22.1% | +96.0% | +114.7% |
| 3Y | +40.9% | +289.2% | -248.3% | +30.7% |
| 5Y | +75.8% | +531.7% | -455.9% | +58.0% |
| All | +192.7% | +1,066.8% | -874.1% | +183.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling