+1,469.8%
GS vs VNQ
+392.5%
+1,077.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.5% |
| 7D | +0.9% | -1.3% | +2.2% | +1.9% |
| 30D | -1.6% | -2.9% | +1.4% | +0.5% |
| 3M | -4.5% | +0.8% | -5.3% | -5.5% |
| 6M | +20.9% | +2.5% | +18.4% | +18.2% |
| YTD | +19.9% | +10.6% | +9.3% | +10.9% |
| 1Y | +41.4% | +9.1% | +32.3% | +32.0% |
| 3Y | +239.2% | +31.0% | +208.1% | +177.4% |
| 5Y | +185.0% | +4.9% | +180.1% | +170.2% |
| 10Y | +655.0% | +59.5% | +595.5% | +424.6% |
| All | +1,469.8% | +392.5% | +1,077.3% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling