+156.7%
GS vs VST
+571.1%
-414.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -13.8% | +17.4% | +6.3% |
| 7D | +0.3% | -15.7% | +16.0% | +3.5% |
| 30D | +3.9% | -17.0% | +20.8% | +7.1% |
| 3M | -11.4% | -15.9% | +4.4% | -9.1% |
| 6M | +3.7% | -25.0% | +28.7% | +8.6% |
| YTD | +7.1% | -25.1% | +32.2% | +11.2% |
| 1Y | +19.7% | -34.9% | +54.5% | +27.5% |
| 3Y | +202.8% | +252.7% | -49.8% | +100.3% |
| 5Y | +156.7% | +582.3% | -425.6% | +39.8% |
| All | +156.7% | +571.1% | -414.4% | +39.8% |
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 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