+1,275.7%
GS vs VNQ
+402.3%
+873.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +1.6% | +2.2% | -0.6% | +0.2% |
| 30D | +1.7% | +7.1% | -5.4% | -3.1% |
| 3M | -11.6% | +0.8% | -12.4% | -12.1% |
| 6M | -1.9% | +2.2% | -4.1% | -3.9% |
| YTD | +5.1% | +12.8% | -7.8% | -4.1% |
| 1Y | +16.4% | +11.7% | +4.7% | +7.0% |
| 3Y | +199.0% | +44.5% | +154.5% | +128.4% |
| 5Y | +157.4% | +7.6% | +149.8% | +140.0% |
| 10Y | +457.2% | +85.2% | +372.0% | +250.7% |
| All | +1,275.7% | +402.3% | +873.5% | +309.3% |
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