+199.8%
GS vs VMC
+35.0%
+164.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +5.9% | -1.3% | +7.1% | +6.5% |
| 30D | +4.3% | +15.5% | -11.2% | -2.6% |
| 3M | -11.7% | +0.6% | -12.2% | -12.0% |
| 6M | -3.2% | +2.1% | -5.2% | -5.3% |
| YTD | +5.8% | -1.6% | +7.4% | +3.7% |
| 1Y | +16.0% | -1.2% | +17.2% | +13.5% |
| 3Y | +199.8% | +35.3% | +164.4% | +140.6% |
| All | +199.8% | +35.0% | +164.8% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 3y: compounded portfolio wealth divided by compounded VMC 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…
3y analysis · Full analysis span regression · 6 months rolling