+39.9%
VSH vs SPYG
+67.3%
-27.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.0% |
| 7D | +14.3% | +2.3% | +12.0% | +11.5% |
| 30D | -7.9% | -6.5% | -1.4% | +2.0% |
| 3M | -19.9% | -6.8% | -13.0% | -10.3% |
| 6M | -30.5% | -3.1% | -27.4% | -24.2% |
| YTD | +85.7% | +8.0% | +77.7% | +80.6% |
| 1Y | +98.9% | +10.2% | +88.7% | +89.5% |
| 3Y | +32.1% | +91.0% | -58.9% | -24.9% |
| All | +39.9% | +67.3% | -27.4% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling