+2,064.0%
GS vs VRSN
+1,142.4%
+921.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | -4.5% | -0.3% | -4.2% | -5.1% |
| 6M | +20.9% | +23.0% | -2.1% | +13.0% |
| YTD | +19.9% | +21.3% | -1.5% | +12.1% |
| 1Y | +41.4% | +6.7% | +34.7% | +36.7% |
| 3Y | +239.2% | +45.0% | +194.2% | +198.9% |
| 5Y | +185.0% | +35.0% | +150.0% | +153.7% |
| 10Y | +655.0% | +276.3% | +378.6% | +410.0% |
| All | +2,064.0% | +1,142.4% | +921.6% | +680.9% |
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 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