+41.3%
GS vs VG
-51.4%
+92.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.4% | -6.2% |
| 7D | -6.3% | -22.0% | +15.7% | -5.4% |
| 30D | -3.1% | -14.7% | +11.6% | -2.6% |
| 3M | -17.7% | -7.1% | -10.6% | -17.6% |
| 6M | -4.6% | -11.2% | +6.6% | -4.8% |
| YTD | +0.3% | +69.8% | -69.5% | -9.5% |
| 1Y | +11.7% | +49.9% | -38.1% | +2.1% |
| All | +41.3% | -51.4% | +92.7% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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