+185.7%
GS vs VST
+761.6%
-575.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -0.7% |
| 7D | +0.9% | +8.9% | -8.0% | -0.9% |
| 30D | -1.6% | +6.2% | -7.8% | -2.9% |
| 3M | -4.5% | -2.7% | -1.8% | -4.2% |
| 6M | +20.9% | -8.4% | +29.2% | +21.9% |
| YTD | +19.9% | -7.2% | +27.1% | +20.1% |
| 1Y | +41.4% | -20.9% | +62.3% | +45.2% |
| 3Y | +239.2% | +384.0% | -144.8% | +113.7% |
| All | +185.7% | +761.6% | -575.8% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling