+68.8%
GS vs VG
-39.3%
+108.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +0.9% | +1.7% | -0.8% | +0.8% |
| 30D | -1.6% | +16.0% | -17.6% | -2.4% |
| 3M | -4.5% | +9.7% | -14.2% | -5.2% |
| 6M | +20.9% | +29.6% | -8.7% | +16.0% |
| YTD | +19.9% | +112.0% | -92.1% | +7.3% |
| 1Y | +41.4% | +12.8% | +28.6% | +36.3% |
| All | +68.8% | -39.3% | +108.2% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling