+438.8%
GS vs VRSN
+292.3%
+146.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +5.9% | +1.4% | +4.5% | +5.3% |
| 30D | +4.3% | +3.9% | +0.5% | +2.8% |
| 3M | -11.7% | +9.3% | -21.0% | -14.8% |
| 6M | -3.2% | +6.7% | -9.8% | -6.7% |
| YTD | +5.8% | +30.0% | -24.2% | -7.5% |
| 1Y | +16.0% | +26.0% | -10.0% | +2.8% |
| 3Y | +199.8% | +53.1% | +146.6% | +136.3% |
| 5Y | +155.5% | +35.0% | +120.5% | +109.1% |
| All | +438.8% | +292.3% | +146.5% | +160.2% |
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