+642.6%
GS vs VTV
+226.9%
+415.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.9% |
| 7D | +3.4% | +0.3% | +3.1% | +3.0% |
| 30D | +0.2% | +0.1% | 0.0% | 0.0% |
| 3M | -0.3% | +6.2% | -6.5% | -8.2% |
| 6M | +27.4% | +13.5% | +13.9% | +7.4% |
| YTD | +19.6% | +18.9% | +0.8% | -5.2% |
| 1Y | +42.5% | +25.8% | +16.7% | +4.6% |
| 3Y | +240.4% | +68.7% | +171.7% | +72.4% |
| 5Y | +188.9% | +80.3% | +108.6% | +35.0% |
| 10Y | +642.6% | +226.3% | +416.2% | +48.9% |
| All | +642.6% | +226.9% | +415.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling