+3.7%
GS vs VG
-6.9%
+10.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.7% | +11.3% | +2.7% |
| 7D | +0.3% | -16.4% | +16.7% | -1.3% |
| 30D | +3.9% | -10.8% | +14.6% | +3.0% |
| 3M | -11.4% | -6.3% | -5.1% | -11.1% |
| 6M | +3.7% | -12.5% | +16.2% | +4.9% |
| All | +3.7% | -6.9% | +10.6% | +4.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling