+1,137.2%
GS vs VO
+799.0%
+338.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.5% | -2.9% | -2.1% |
| 7D | -6.3% | -3.3% | -3.0% | -2.3% |
| 30D | -3.1% | -1.8% | -1.3% | -0.7% |
| 3M | -17.7% | -3.4% | -14.3% | -13.9% |
| 6M | -4.6% | +3.0% | -7.6% | -7.3% |
| YTD | +0.3% | +10.7% | -10.4% | -10.3% |
| 1Y | +11.7% | +11.8% | -0.1% | -1.2% |
| 3Y | +183.6% | +60.4% | +123.2% | +66.2% |
| 5Y | +141.0% | +33.6% | +107.4% | +72.7% |
| 10Y | +507.4% | +202.0% | +305.5% | +63.5% |
| All | +1,137.2% | +799.0% | +338.2% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling