+185.8%
GS vs VFC
+39.5%
+146.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.2% | +11.2% | -14.4% | -5.2% |
| 30D | -2.4% | +41.5% | -43.9% | -8.9% |
| 3M | -15.7% | +38.9% | -54.7% | -21.2% |
| 6M | -6.8% | +6.1% | -12.9% | -8.7% |
| YTD | -0.1% | +14.5% | -14.6% | -3.8% |
| 1Y | +12.1% | +46.0% | -33.9% | +2.9% |
| 3Y | +185.8% | +36.4% | +149.4% | +154.2% |
| All | +185.8% | +39.5% | +146.3% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling