+155.4%
GS vs VMC
+50.0%
+105.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.8% |
| 7D | +1.6% | +1.1% | +0.4% | +1.1% |
| 30D | +1.7% | +17.7% | -16.0% | -6.5% |
| 3M | -11.6% | +1.1% | -12.6% | -12.3% |
| 6M | -1.9% | +1.8% | -3.7% | -3.9% |
| YTD | +5.1% | +1.5% | +3.6% | +1.9% |
| 1Y | +16.4% | -1.1% | +17.6% | +14.6% |
| 3Y | +199.0% | +38.8% | +160.2% | +140.5% |
| All | +155.4% | +50.0% | +105.3% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling