+1,710.5%
GS vs VFC
+233.3%
+1,477.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.4% | -5.2% |
| 7D | -6.3% | +10.9% | -17.2% | -10.0% |
| 30D | -3.1% | +40.6% | -43.8% | -15.3% |
| 3M | -17.7% | +34.4% | -52.1% | -26.9% |
| 6M | -4.6% | +12.3% | -16.8% | -10.8% |
| YTD | +0.3% | +14.4% | -14.1% | -7.7% |
| 1Y | +11.7% | +40.6% | -28.9% | -5.8% |
| 3Y | +183.6% | +40.1% | +143.4% | +98.3% |
| 5Y | +141.0% | -67.6% | +208.5% | +212.2% |
| 10Y | +507.4% | -45.9% | +553.4% | +467.2% |
| All | +1,710.5% | +233.3% | +1,477.2% | +506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling