+448.8%
GS vs VTEB
+23.4%
+425.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.6% | +0.7% | +0.9% | +1.0% |
| 30D | +1.7% | +4.0% | -2.4% | -1.8% |
| 3M | -11.6% | -0.5% | -11.1% | -11.2% |
| 6M | -1.9% | -0.6% | -1.3% | -1.3% |
| YTD | +5.1% | +0.4% | +4.6% | +4.8% |
| 1Y | +16.4% | +0.8% | +15.6% | +15.8% |
| 3Y | +199.0% | +11.5% | +187.5% | +172.0% |
| 5Y | +157.4% | +3.4% | +154.0% | +148.9% |
| All | +448.8% | +23.4% | +425.5% | +652.1% |
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