+511.1%
GS vs VEA
+149.5%
+361.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | +0.1% |
| 7D | -3.2% | -2.2% | -1.0% | -0.6% |
| 30D | -2.4% | -3.4% | +0.9% | +1.7% |
| 3M | -15.7% | -5.6% | -10.1% | -9.7% |
| 6M | -6.8% | -3.4% | -3.3% | -2.4% |
| YTD | -0.1% | +9.7% | -9.8% | -9.8% |
| 1Y | +12.1% | +15.4% | -3.3% | -4.4% |
| 3Y | +185.8% | +68.5% | +117.3% | +58.8% |
| 5Y | +140.1% | +49.6% | +90.4% | +52.5% |
| 10Y | +505.2% | +154.3% | +350.9% | +118.3% |
| All | +511.1% | +149.5% | +361.6% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling