+1,704.0%
GS vs VRSN
+1,213.0%
+491.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | -15.7% | +5.8% | -21.6% | -17.1% |
| 6M | -6.8% | +12.6% | -19.3% | -10.5% |
| YTD | -0.1% | +28.2% | -28.3% | -8.0% |
| 1Y | +12.1% | +30.4% | -18.3% | +2.7% |
| 3Y | +185.8% | +54.6% | +131.2% | +147.5% |
| 5Y | +140.1% | +35.1% | +105.0% | +113.7% |
| 10Y | +505.2% | +294.0% | +211.3% | +304.2% |
| All | +1,704.0% | +1,213.0% | +491.0% | +541.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling