+11.7%
GS vs VST
-39.0%
+50.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.2% | -0.2% | -5.2% |
| 7D | -6.3% | -19.9% | +13.6% | -2.8% |
| 30D | -3.1% | -29.7% | +26.5% | +3.0% |
| 3M | -17.7% | -19.6% | +1.9% | -15.1% |
| 6M | -4.6% | -29.4% | +24.8% | +0.2% |
| YTD | +0.3% | -29.7% | +30.0% | +5.0% |
| 1Y | +11.7% | -40.0% | +51.8% | +19.8% |
| All | +11.7% | -39.0% | +50.8% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling