+497.4%
GS vs VEU
+168.5%
+328.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.6% |
| 7D | -3.2% | -1.6% | -1.6% | -1.3% |
| 30D | -2.4% | -4.3% | +1.9% | +2.8% |
| 3M | -15.7% | -5.8% | -9.9% | -9.6% |
| 6M | -6.8% | -4.4% | -2.4% | -1.5% |
| YTD | -0.1% | +8.7% | -8.7% | -8.4% |
| 1Y | +12.1% | +12.6% | -0.5% | -1.2% |
| 3Y | +185.8% | +65.2% | +120.5% | +65.3% |
| 5Y | +140.1% | +45.5% | +94.5% | +59.9% |
| 10Y | +505.2% | +142.7% | +362.5% | +137.5% |
| All | +497.4% | +168.5% | +328.8% | +118.3% |
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