+585.8%
GS vs VST
+929.5%
-343.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -13.8% | +17.4% | +7.2% |
| 7D | +0.3% | -15.7% | +16.0% | +4.4% |
| 30D | +3.9% | -17.0% | +20.8% | +8.0% |
| 3M | -11.4% | -15.9% | +4.4% | -8.4% |
| 6M | +3.7% | -25.0% | +28.7% | +10.0% |
| YTD | +7.1% | -25.1% | +32.2% | +12.3% |
| 1Y | +19.7% | -34.9% | +54.5% | +29.8% |
| 3Y | +202.8% | +252.7% | -49.8% | +69.9% |
| 5Y | +156.7% | +582.3% | -425.6% | +9.8% |
| 10Y | +548.7% | +1,076.6% | -527.9% | +129.0% |
| All | +585.8% | +929.5% | -343.7% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling