+1,710.5%
GS vs VRSN
+1,227.4%
+483.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -5.9% |
| 7D | -6.3% | +2.0% | -8.3% | -6.8% |
| 30D | -3.1% | +6.5% | -9.6% | -4.7% |
| 3M | -17.7% | +6.7% | -24.3% | -19.2% |
| 6M | -4.6% | +13.8% | -18.3% | -8.6% |
| YTD | +0.3% | +29.6% | -29.3% | -7.9% |
| 1Y | +11.7% | +29.5% | -17.8% | +2.5% |
| 3Y | +183.6% | +56.9% | +126.7% | +144.6% |
| 5Y | +141.0% | +36.6% | +104.4% | +113.9% |
| 10Y | +507.4% | +298.3% | +209.1% | +304.5% |
| All | +1,710.5% | +1,227.4% | +483.1% | +541.4% |
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