+435.5%
VSH vs GNRC
+2,077.0%
-1,641.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | +3.5% | +3.2% | +0.4% | +2.3% |
| 30D | -4.4% | -9.5% | +5.1% | -0.9% |
| 3M | -45.8% | -28.5% | -17.3% | -38.2% |
| 6M | +90.1% | -10.0% | +100.1% | +99.6% |
| YTD | +120.3% | +36.7% | +83.6% | +97.9% |
| 1Y | +112.2% | +2.6% | +109.7% | +110.0% |
| 3Y | +36.6% | +61.9% | -25.3% | +13.3% |
| 5Y | +67.0% | -59.0% | +126.1% | +99.9% |
| 10Y | +179.5% | +444.8% | -265.3% | +26.5% |
| All | +435.5% | +2,077.0% | -1,641.5% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling