+41.4%
GS vs VFC
-6.8%
+48.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.4% |
| 7D | +0.9% | -1.6% | +2.5% | +1.3% |
| 30D | -1.6% | -11.6% | +10.1% | +0.8% |
| 3M | -4.5% | -18.1% | +13.6% | -1.1% |
| 6M | +20.9% | -27.4% | +48.2% | +27.2% |
| YTD | +19.9% | -24.8% | +44.7% | +26.0% |
| 1Y | +41.4% | -8.2% | +49.6% | +44.2% |
| All | +41.4% | -6.8% | +48.3% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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