+650.5%
GS vs VTEB
+18.2%
+632.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +2.4% | -0.7% | +3.1% | +3.0% |
| 30D | -0.1% | -2.1% | +2.0% | +1.6% |
| 3M | +0.2% | -2.7% | +2.8% | +2.4% |
| 6M | +24.8% | -2.1% | +26.9% | +27.1% |
| YTD | +18.8% | -1.1% | +19.9% | +20.0% |
| 1Y | +37.3% | +1.3% | +36.0% | +36.2% |
| 3Y | +237.9% | +9.0% | +228.9% | +214.8% |
| 5Y | +187.0% | +1.5% | +185.5% | +182.1% |
| 10Y | +650.5% | +18.5% | +632.0% | +862.1% |
| All | +650.5% | +18.2% | +632.3% | +862.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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