+457.2%
GS vs VTV
+229.0%
+228.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +1.6% | 0.0% | +1.5% | +1.7% |
| 30D | +1.7% | +3.2% | -1.6% | -2.5% |
| 3M | -11.6% | +1.7% | -13.2% | -13.3% |
| 6M | -1.9% | +11.0% | -12.9% | -14.6% |
| YTD | +5.1% | +21.0% | -16.0% | -18.5% |
| 1Y | +16.4% | +24.3% | -7.8% | -12.8% |
| 3Y | +199.0% | +76.9% | +122.0% | +42.5% |
| 5Y | +157.4% | +76.9% | +80.5% | +23.8% |
| 10Y | +457.2% | +227.8% | +229.4% | +9.8% |
| All | +457.2% | +229.0% | +228.2% | +9.8% |
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