+444.2%
V vs GS
+502.4%
-58.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -2.1% |
| 7D | -0.8% | +0.8% | -1.6% | -1.2% |
| 30D | +9.5% | +1.2% | +8.3% | +8.8% |
| 3M | +16.7% | -12.4% | +29.1% | +22.8% |
| 6M | +32.9% | -2.3% | +35.3% | +31.5% |
| YTD | +21.1% | +4.6% | +16.5% | +14.8% |
| 1Y | +26.6% | +17.5% | +9.1% | +13.6% |
| 3Y | +78.4% | +202.0% | -123.7% | -1.5% |
| 5Y | +105.5% | +152.4% | -46.9% | +21.5% |
| 10Y | +444.2% | +478.5% | -34.3% | +134.0% |
| All | +444.2% | +502.4% | -58.1% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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