+1,608.1%
VSH vs GFI
+660.1%
+948.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | +2.8% | -5.1% | +7.9% | +3.1% |
| 30D | -6.0% | +13.4% | -19.4% | -6.7% |
| 3M | -42.6% | +36.2% | -78.9% | -43.7% |
| 6M | +82.1% | -9.8% | +91.9% | +82.5% |
| YTD | +117.5% | +7.7% | +109.9% | +115.7% |
| 1Y | +109.0% | +27.2% | +81.8% | +105.2% |
| 3Y | +34.9% | +300.3% | -265.4% | +23.5% |
| 5Y | +65.1% | +539.8% | -474.7% | +45.7% |
| 10Y | +175.9% | +1,058.5% | -882.6% | +129.2% |
| All | +1,608.1% | +660.1% | +948.0% | +1,425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling