+139.3%
GS vs VIG
+59.0%
+80.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -3.2% | -1.8% | -1.4% | -0.6% |
| 30D | -2.4% | +2.7% | -5.1% | -5.7% |
| 3M | -15.7% | 0.0% | -15.7% | -15.4% |
| 6M | -6.8% | +6.8% | -13.5% | -14.4% |
| YTD | -0.1% | +12.1% | -12.1% | -13.7% |
| 1Y | +12.1% | +14.8% | -2.7% | -6.1% |
| 3Y | +185.8% | +62.4% | +123.4% | +59.6% |
| All | +139.3% | +59.0% | +80.3% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling