+1,132.8%
GS vs VTV
+712.9%
+419.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.2% |
| 7D | -3.2% | -2.2% | -1.0% | 0.0% |
| 30D | -2.4% | +2.2% | -4.6% | -5.2% |
| 3M | -15.7% | +0.3% | -16.0% | -15.8% |
| 6M | -6.8% | +8.3% | -15.0% | -16.2% |
| YTD | -0.1% | +18.5% | -18.6% | -20.5% |
| 1Y | +12.1% | +23.0% | -10.9% | -15.2% |
| 3Y | +185.8% | +72.6% | +113.1% | +38.2% |
| 5Y | +140.1% | +73.3% | +66.8% | +16.4% |
| 10Y | +505.2% | +238.2% | +267.1% | +19.9% |
| All | +1,132.8% | +712.9% | +419.9% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling