+19.7%
GS vs VIG
+19.5%
+0.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.4% | -0.3% |
| 7D | +0.3% | +2.7% | -2.4% | -4.5% |
| 30D | +3.9% | +7.0% | -3.1% | -8.4% |
| 3M | -11.4% | +4.0% | -15.4% | -17.6% |
| 6M | +3.7% | +12.3% | -8.6% | -16.2% |
| YTD | +7.1% | +16.4% | -9.3% | -18.7% |
| 1Y | +19.7% | +19.2% | +0.4% | -13.3% |
| All | +19.7% | +19.5% | +0.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling