+616.6%
GS vs VEU
+192.1%
+424.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.5% |
| 7D | +0.9% | +1.1% | -0.2% | -0.3% |
| 30D | -1.6% | +2.2% | -3.7% | -3.9% |
| 3M | -4.5% | +3.0% | -7.5% | -7.3% |
| 6M | +20.9% | +10.9% | +10.0% | +8.1% |
| YTD | +19.9% | +18.2% | +1.7% | -0.2% |
| 1Y | +41.4% | +28.3% | +13.1% | +7.5% |
| 3Y | +239.2% | +74.6% | +164.5% | +84.2% |
| 5Y | +185.0% | +56.4% | +128.7% | +74.9% |
| 10Y | +655.0% | +153.0% | +501.9% | +181.6% |
| All | +616.6% | +192.1% | +424.4% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling