+650.5%
GS vs VNQ
+59.3%
+591.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | +2.4% | -0.9% | +3.3% | +3.1% |
| 30D | -0.1% | -2.2% | +2.2% | +1.6% |
| 3M | +0.2% | -1.9% | +2.1% | +1.2% |
| 6M | +24.8% | +3.2% | +21.6% | +21.1% |
| YTD | +18.8% | +9.4% | +9.4% | +10.1% |
| 1Y | +37.3% | +7.5% | +29.8% | +28.9% |
| 3Y | +237.9% | +31.1% | +206.8% | +171.3% |
| 5Y | +187.0% | +6.6% | +180.5% | +167.5% |
| 10Y | +650.5% | +63.9% | +586.6% | +413.0% |
| All | +650.5% | +59.3% | +591.3% | +413.0% |
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