+1,586.1%
GS vs VTI
+964.9%
+621.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.6% | 0.0% | -1.6% | -1.6% |
| 3M | -4.5% | +2.0% | -6.5% | -6.6% |
| 6M | +20.9% | +13.0% | +7.9% | +3.6% |
| YTD | +19.9% | +13.9% | +5.9% | +1.9% |
| 1Y | +41.4% | +20.0% | +21.4% | +12.3% |
| 3Y | +239.2% | +75.8% | +163.4% | +65.1% |
| 5Y | +185.0% | +73.8% | +111.2% | +38.1% |
| 10Y | +655.0% | +297.5% | +357.5% | +20.1% |
| All | +1,586.1% | +964.9% | +621.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 VTI 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