+185.7%
GS vs VEA
+61.3%
+124.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.4% |
| 7D | +0.9% | +1.0% | 0.0% | -0.1% |
| 30D | -1.6% | +1.9% | -3.5% | -3.6% |
| 3M | -4.5% | +3.2% | -7.7% | -7.5% |
| 6M | +20.9% | +10.2% | +10.6% | +9.1% |
| YTD | +19.9% | +18.9% | +1.0% | -0.4% |
| 1Y | +41.4% | +29.3% | +12.1% | +7.3% |
| 3Y | +239.2% | +76.8% | +162.4% | +85.5% |
| All | +185.7% | +61.3% | +124.4% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 5y: compounded portfolio wealth divided by compounded VEA 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…
5y analysis · Full analysis span regression · 6 months rolling