+188.9%
GS vs VNQ
+6.3%
+182.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.9% |
| 6M | +27.4% | +4.6% | +22.8% | +22.5% |
| YTD | +19.6% | +10.5% | +9.1% | +10.4% |
| 1Y | +42.5% | +8.4% | +34.1% | +33.2% |
| 3Y | +240.4% | +32.4% | +208.0% | +174.3% |
| 5Y | +188.9% | +5.5% | +183.4% | +170.9% |
| All | +188.9% | +6.3% | +182.6% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling