+197.7%
GS vs VIG
+65.9%
+131.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | 0.0% |
| 7D | +1.6% | +1.0% | +0.6% | +0.1% |
| 30D | +1.7% | +4.5% | -2.9% | -5.4% |
| 3M | -11.6% | +2.1% | -13.7% | -14.3% |
| 6M | -1.9% | +10.5% | -12.4% | -16.4% |
| YTD | +5.1% | +15.1% | -10.0% | -15.9% |
| 1Y | +16.4% | +16.9% | -0.5% | -8.9% |
| All | +197.7% | +65.9% | +131.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling