+32.1%
VSH vs SPYG
+91.6%
-59.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -2.7% |
| 7D | +14.3% | +2.3% | +12.0% | +10.7% |
| 30D | -7.9% | -6.5% | -1.4% | +4.7% |
| 3M | -19.9% | -6.8% | -13.0% | -7.8% |
| 6M | -30.5% | -3.1% | -27.4% | -22.8% |
| YTD | +85.7% | +8.0% | +77.7% | +78.7% |
| 1Y | +98.9% | +10.2% | +88.7% | +86.4% |
| 3Y | +32.1% | +91.0% | -58.9% | -34.2% |
| All | +32.1% | +91.6% | -59.5% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling