+486.7%
GS vs VO
+196.6%
+290.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.2% |
| 7D | -3.2% | -2.6% | -0.7% | -0.1% |
| 30D | -2.4% | -0.9% | -1.5% | -1.1% |
| 3M | -15.7% | -3.0% | -12.7% | -12.4% |
| 6M | -6.8% | +2.2% | -9.0% | -8.5% |
| YTD | -0.1% | +10.6% | -10.6% | -10.1% |
| 1Y | +12.1% | +12.5% | -0.4% | -1.1% |
| 3Y | +185.8% | +61.4% | +124.4% | +71.7% |
| 5Y | +140.1% | +33.4% | +106.7% | +77.3% |
| All | +486.7% | +196.6% | +290.1% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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