+1,132.8%
GS vs VGT
+2,035.6%
-902.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -1.6% |
| 7D | -3.2% | -7.2% | +4.0% | +3.6% |
| 30D | -2.4% | -16.1% | +13.7% | +14.5% |
| 3M | -15.7% | -9.2% | -6.6% | -8.4% |
| 6M | -6.8% | -0.7% | -6.0% | -7.1% |
| YTD | -0.1% | +15.6% | -15.6% | -13.8% |
| 1Y | +12.1% | +14.4% | -2.3% | -2.5% |
| 3Y | +185.8% | +105.2% | +80.6% | +38.6% |
| 5Y | +140.1% | +100.0% | +40.1% | +13.2% |
| 10Y | +505.2% | +712.1% | -206.9% | -43.3% |
| All | +1,132.8% | +2,035.6% | -902.8% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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