-54.0%
GOVZ vs VOO
+81.6%
-135.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -0.2% | -0.4% | +0.1% | -0.2% |
| 30D | +0.3% | -1.4% | +1.7% | +0.5% |
| 3M | -5.7% | +3.7% | -9.4% | -6.0% |
| 6M | -10.9% | +13.0% | -23.9% | -11.9% |
| YTD | -6.6% | +12.4% | -19.0% | -7.6% |
| 1Y | -9.2% | +18.6% | -27.8% | -10.7% |
| 3Y | -17.0% | +78.1% | -95.1% | -21.5% |
| 5Y | -54.0% | +82.3% | -136.2% | -57.6% |
| All | -54.0% | +81.6% | -135.6% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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