+437.1%
GS vs VFC
-50.3%
+487.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -0.5% |
| 7D | +5.1% | -1.4% | +6.6% | +5.6% |
| 30D | +2.4% | +24.6% | -22.2% | -4.2% |
| 3M | -11.5% | +38.4% | -49.9% | -20.0% |
| 6M | -2.5% | +15.3% | -17.8% | -7.9% |
| YTD | +5.5% | +12.7% | -7.3% | -0.4% |
| 1Y | +11.0% | +32.7% | -21.6% | -0.7% |
| 3Y | +200.1% | +43.7% | +156.4% | +126.2% |
| 5Y | +154.7% | -69.2% | +223.9% | +266.6% |
| All | +437.1% | -50.3% | +487.4% | +562.3% |
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