+659.2%
GS vs VIG
+633.1%
+26.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.0% | -1.5% |
| 7D | -6.3% | -2.0% | -4.4% | -3.4% |
| 30D | -3.1% | +2.7% | -5.9% | -6.7% |
| 3M | -17.7% | +0.3% | -18.0% | -17.8% |
| 6M | -4.6% | +7.6% | -12.1% | -13.8% |
| YTD | +0.3% | +12.5% | -12.2% | -14.7% |
| 1Y | +11.7% | +14.8% | -3.1% | -7.5% |
| 3Y | +183.6% | +63.2% | +120.4% | +44.1% |
| 5Y | +141.0% | +60.2% | +80.8% | +25.5% |
| 10Y | +507.4% | +262.8% | +244.6% | -6.8% |
| All | +659.2% | +633.1% | +26.1% | -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