+437.1%
GS vs VNQ
+83.2%
+353.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | +2.4% | +5.8% | -3.4% | -1.9% |
| 3M | -11.5% | 0.0% | -11.5% | -11.4% |
| 6M | -2.5% | +1.5% | -4.0% | -4.1% |
| YTD | +5.5% | +12.1% | -6.6% | -4.1% |
| 1Y | +11.0% | +10.6% | +0.5% | +2.1% |
| 3Y | +200.1% | +43.5% | +156.5% | +124.0% |
| 5Y | +154.7% | +6.8% | +147.9% | +137.1% |
| All | +437.1% | +83.2% | +353.9% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling