+652.8%
GS vs VEU
+149.6%
+503.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.6% |
| 7D | +0.9% | +1.1% | -0.2% | -0.4% |
| 30D | -1.6% | +2.2% | -3.7% | -4.0% |
| 3M | -4.5% | +3.0% | -7.5% | -7.5% |
| 6M | +20.9% | +10.9% | +10.0% | +7.1% |
| YTD | +19.9% | +18.2% | +1.7% | -1.7% |
| 1Y | +41.4% | +28.3% | +13.1% | +5.1% |
| 3Y | +239.2% | +74.6% | +164.5% | +74.8% |
| 5Y | +185.0% | +56.4% | +128.7% | +68.5% |
| All | +652.8% | +149.6% | +503.2% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling