+155.6%
GS vs VEA
+53.4%
+102.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | +2.3% | +3.6% | +3.3% |
| 30D | +4.3% | +0.2% | +4.1% | +4.4% |
| 3M | -11.7% | -5.3% | -6.3% | -5.9% |
| 6M | -3.2% | -0.9% | -2.2% | -1.6% |
| YTD | +5.8% | +12.2% | -6.4% | -6.1% |
| 1Y | +16.0% | +16.1% | -0.1% | -0.7% |
| 3Y | +199.8% | +73.0% | +126.8% | +69.1% |
| All | +155.6% | +53.4% | +102.2% | +66.0% |
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