+486.7%
GS vs VRSN
+287.3%
+199.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -2.4% | +4.9% | -7.3% | -4.2% |
| 3M | -15.7% | +5.8% | -21.6% | -17.7% |
| 6M | -6.8% | +12.6% | -19.3% | -12.3% |
| YTD | -0.1% | +28.2% | -28.3% | -12.1% |
| 1Y | +12.1% | +30.4% | -18.3% | -2.3% |
| 3Y | +185.8% | +54.6% | +131.2% | +124.3% |
| 5Y | +140.1% | +35.1% | +105.0% | +96.4% |
| All | +486.7% | +287.3% | +199.4% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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