+11.7%
GS vs VT
+10.7%
+1.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | 0.0% |
| 7D | -6.3% | -4.2% | -2.2% | +0.3% |
| 30D | -3.1% | -5.8% | +2.7% | +6.5% |
| 3M | -17.7% | -5.2% | -12.4% | -10.2% |
| 6M | -4.6% | +0.1% | -4.7% | -3.8% |
| YTD | +0.3% | +8.2% | -7.9% | -9.3% |
| 1Y | +11.7% | +10.1% | +1.6% | -1.5% |
| All | +11.7% | +10.7% | +1.0% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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