+63.4%
VSH vs SPYG
+10.8%
+52.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.3% | -6.3% | -7.8% |
| 7D | -13.6% | -2.8% | -10.9% | -7.9% |
| 30D | -30.4% | -6.2% | -24.2% | -19.1% |
| 3M | -33.3% | -3.6% | -29.7% | -26.5% |
| 6M | -15.1% | +4.8% | -19.8% | -16.4% |
| YTD | +80.2% | +11.0% | +69.2% | +59.7% |
| 1Y | +63.4% | +11.2% | +52.1% | +44.7% |
| All | +63.4% | +10.8% | +52.5% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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