+155.6%
GS vs VRSN
+34.7%
+120.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +5.9% | +1.4% | +4.5% | +5.5% |
| 30D | +4.3% | +3.9% | +0.5% | +3.3% |
| 3M | -11.7% | +9.3% | -21.0% | -13.7% |
| 6M | -3.2% | +6.7% | -9.8% | -5.3% |
| YTD | +5.8% | +30.0% | -24.2% | -3.8% |
| 1Y | +16.0% | +26.0% | -10.0% | +6.6% |
| 3Y | +199.8% | +53.1% | +146.6% | +148.3% |
| All | +155.6% | +34.7% | +120.9% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling