+154.7%
GS vs VIG
+65.2%
+89.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +5.1% | +3.1% | +2.1% | +0.9% |
| 30D | +2.4% | +5.0% | -2.6% | -4.1% |
| 3M | -11.5% | +2.7% | -14.2% | -14.4% |
| 6M | -2.5% | +11.0% | -13.5% | -15.1% |
| YTD | +5.5% | +16.0% | -10.5% | -13.1% |
| 1Y | +11.0% | +16.3% | -5.2% | -8.7% |
| 3Y | +200.1% | +66.8% | +133.2% | +61.3% |
| 5Y | +154.7% | +64.8% | +89.9% | +40.1% |
| All | +154.7% | +65.2% | +89.5% | +40.1% |
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