+192.7%
VSH vs GNRC
+448.8%
-256.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.9% | +3.2% | +4.9% |
| 7D | +4.8% | -0.2% | +5.0% | +4.9% |
| 30D | -0.7% | -15.7% | +15.0% | +6.4% |
| 3M | -43.1% | -27.3% | -15.7% | -34.8% |
| 6M | +91.8% | -12.1% | +103.8% | +104.1% |
| YTD | +131.6% | +37.1% | +94.5% | +106.2% |
| 1Y | +118.1% | -0.5% | +118.5% | +118.2% |
| 3Y | +40.9% | +61.5% | -20.6% | +15.1% |
| 5Y | +75.8% | -58.6% | +134.3% | +122.0% |
| All | +192.7% | +448.8% | -256.1% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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