+656.5%
GS vs VIG
+630.3%
+26.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -3.2% | -1.8% | -1.4% | -0.5% |
| 30D | -2.4% | +2.7% | -5.1% | -5.9% |
| 3M | -15.7% | 0.0% | -15.7% | -15.5% |
| 6M | -6.8% | +6.8% | -13.5% | -14.8% |
| YTD | -0.1% | +12.1% | -12.1% | -14.5% |
| 1Y | +12.1% | +14.8% | -2.7% | -7.3% |
| 3Y | +185.8% | +62.4% | +123.4% | +46.3% |
| 5Y | +140.1% | +59.6% | +80.5% | +25.7% |
| 10Y | +505.2% | +261.5% | +243.8% | -6.6% |
| All | +656.5% | +630.3% | +26.2% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling