+633.1%
GS vs VEA
+170.4%
+462.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | -4.5% | +3.2% | -7.7% | -7.6% |
| 6M | +20.9% | +10.2% | +10.6% | +8.3% |
| YTD | +19.9% | +18.9% | +1.0% | -1.5% |
| 1Y | +41.4% | +29.3% | +12.1% | +5.5% |
| 3Y | +239.2% | +76.8% | +162.4% | +78.1% |
| 5Y | +185.0% | +61.2% | +123.8% | +65.9% |
| 10Y | +655.0% | +163.3% | +491.7% | +160.6% |
| All | +633.1% | +170.4% | +462.7% | +149.7% |
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