+156.7%
GS vs VCIT
+3.8%
+152.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +2.9% |
| 7D | +0.3% | +0.4% | -0.1% | -0.2% |
| 30D | +3.9% | +2.2% | +1.7% | +1.5% |
| 3M | -11.4% | -1.8% | -9.6% | -9.7% |
| 6M | +3.7% | -1.6% | +5.3% | +5.7% |
| YTD | +7.1% | -1.7% | +8.9% | +9.3% |
| 1Y | +19.7% | -0.8% | +20.5% | +21.2% |
| 3Y | +202.8% | +19.3% | +183.5% | +160.8% |
| 5Y | +156.7% | +3.5% | +153.2% | +106.1% |
| All | +156.7% | +3.8% | +152.9% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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