+652.8%
GS vs VFC
-68.0%
+720.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | +0.9% | -1.6% | +2.5% | +1.4% |
| 30D | -1.6% | -11.6% | +10.1% | +2.1% |
| 3M | -4.5% | -18.1% | +13.6% | +0.4% |
| 6M | +20.9% | -27.4% | +48.2% | +31.0% |
| YTD | +19.9% | -24.8% | +44.7% | +28.1% |
| 1Y | +41.4% | -8.2% | +49.6% | +40.1% |
| 3Y | +239.2% | -29.1% | +268.3% | +219.8% |
| 5Y | +185.0% | -79.2% | +264.2% | +358.8% |
| All | +652.8% | -68.0% | +720.8% | +920.2% |
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 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