+155.6%
GS vs VEU
+47.6%
+108.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +5.9% | +2.1% | +3.8% | +3.5% |
| 30D | +4.3% | -0.9% | +5.2% | +5.7% |
| 3M | -11.7% | -5.4% | -6.3% | -5.8% |
| 6M | -3.2% | -1.8% | -1.4% | -0.6% |
| YTD | +5.8% | +10.9% | -5.1% | -5.0% |
| 1Y | +16.0% | +13.6% | +2.5% | +1.6% |
| 3Y | +199.8% | +69.3% | +130.5% | +72.0% |
| All | +155.6% | +47.6% | +108.0% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling