+185.7%
GS vs VIG
+63.1%
+122.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.7% |
| 7D | +0.9% | -0.4% | +1.4% | +1.6% |
| 30D | -1.6% | -1.0% | -0.6% | -0.2% |
| 3M | -4.5% | +2.8% | -7.2% | -7.9% |
| 6M | +20.9% | +8.2% | +12.7% | +9.0% |
| YTD | +19.9% | +11.0% | +8.9% | +4.6% |
| 1Y | +41.4% | +16.1% | +25.3% | +16.4% |
| 3Y | +239.2% | +56.2% | +183.0% | +98.1% |
| All | +185.7% | +63.1% | +122.6% | +57.6% |
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