+488.8%
GS vs VST
+996.4%
-507.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.2% | -0.2% | -4.7% |
| 7D | -6.3% | -19.9% | +13.6% | -1.1% |
| 30D | -3.1% | -29.7% | +26.5% | +5.5% |
| 3M | -17.7% | -19.6% | +1.9% | -13.8% |
| 6M | -4.6% | -29.4% | +24.8% | +3.0% |
| YTD | +0.3% | -29.7% | +30.0% | +7.0% |
| 1Y | +11.7% | -40.0% | +51.8% | +24.0% |
| 3Y | +183.6% | +231.0% | -47.4% | +60.9% |
| 5Y | +141.0% | +500.1% | -359.1% | +6.6% |
| All | +488.8% | +996.4% | -507.5% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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