+478.5%
GS vs VFC
-44.8%
+523.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.9% |
| 7D | +0.8% | +7.7% | -6.8% | -1.3% |
| 30D | +1.2% | +39.2% | -38.0% | -8.5% |
| 3M | -12.4% | +40.3% | -52.7% | -21.1% |
| 6M | -2.3% | +11.4% | -13.7% | -6.9% |
| YTD | +4.6% | +17.5% | -12.9% | -2.5% |
| 1Y | +17.5% | +45.9% | -28.4% | +2.2% |
| 3Y | +202.0% | +47.3% | +154.7% | +126.3% |
| 5Y | +152.4% | -67.2% | +219.6% | +255.4% |
| 10Y | +478.5% | -46.1% | +524.6% | +595.4% |
| All | +478.5% | -44.8% | +523.3% | +595.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling