+595.3%
GS vs VT
+356.1%
+239.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -1.6% | -0.1% | +0.3% |
| 30D | -0.7% | -2.5% | +1.8% | +2.6% |
| 3M | -12.3% | -1.3% | -11.0% | -10.7% |
| 6M | -2.1% | +3.1% | -5.2% | -5.1% |
| YTD | +3.4% | +10.9% | -7.5% | -8.3% |
| 1Y | +16.3% | +12.1% | +4.3% | +1.9% |
| 3Y | +192.4% | +73.9% | +118.5% | +50.5% |
| 5Y | +142.1% | +58.0% | +84.1% | +40.0% |
| 10Y | +525.4% | +225.5% | +299.9% | +51.5% |
| All | +595.3% | +356.1% | +239.2% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling