+458.9%
GS vs VIG
+264.3%
+194.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +0.8% |
| 7D | -0.1% | -0.3% | +0.2% | +0.5% |
| 30D | +3.7% | +4.9% | -1.2% | -2.5% |
| 3M | -10.0% | +2.9% | -12.9% | -13.0% |
| 6M | -1.0% | +11.2% | -12.2% | -13.5% |
| YTD | +7.0% | +16.0% | -9.0% | -11.2% |
| 1Y | +16.6% | +17.0% | -0.3% | -4.0% |
| 3Y | +204.4% | +66.9% | +137.6% | +62.6% |
| 5Y | +160.0% | +65.8% | +94.2% | +40.6% |
| 10Y | +458.9% | +263.6% | +195.2% | +25.0% |
| All | +458.9% | +264.3% | +194.5% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling