+807.5%
GS vs VIG
+623.5%
+183.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.1% |
| 3M | -4.5% | +2.8% | -7.2% | -8.1% |
| 6M | +20.9% | +8.2% | +12.7% | +8.3% |
| YTD | +19.9% | +11.0% | +8.9% | +3.7% |
| 1Y | +41.4% | +16.1% | +25.3% | +14.8% |
| 3Y | +239.2% | +56.2% | +183.0% | +83.4% |
| 5Y | +185.0% | +63.0% | +122.1% | +44.3% |
| 10Y | +655.0% | +241.4% | +413.5% | +26.8% |
| All | +807.5% | +623.5% | +183.9% | -46.3% |
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 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