+240.4%
GS vs VNQ
+31.8%
+208.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.7% |
| 30D | +0.2% | -2.5% | +2.7% | +2.0% |
| 3M | -0.3% | +1.4% | -1.7% | -2.0% |
| 6M | +27.4% | +4.6% | +22.8% | +22.1% |
| YTD | +19.6% | +10.5% | +9.1% | +9.7% |
| 1Y | +42.5% | +8.4% | +34.1% | +32.6% |
| 3Y | +240.4% | +32.4% | +208.0% | +173.8% |
| All | +240.4% | +31.8% | +208.6% | +173.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling