+788.1%
VOO vs GS
+671.4%
+116.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -2.7% | -3.2% | +0.5% | -1.3% |
| 30D | -5.4% | -2.4% | -3.0% | -4.4% |
| 3M | -4.1% | -15.7% | +11.7% | +3.0% |
| 6M | +0.7% | -6.8% | +7.5% | +2.6% |
| YTD | +8.7% | -0.1% | +8.8% | +6.6% |
| 1Y | +11.0% | +12.1% | -1.1% | +3.1% |
| 3Y | +75.5% | +185.8% | -110.3% | +4.6% |
| 5Y | +68.4% | +140.1% | -71.7% | +6.8% |
| 10Y | +315.7% | +505.2% | -189.6% | +62.6% |
| All | +788.1% | +671.4% | +116.7% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling