+240.4%
GS vs VTEB
+9.6%
+230.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.4% | -0.2% | +3.6% | +3.6% |
| 30D | +0.2% | -1.6% | +1.8% | +1.6% |
| 3M | -0.3% | -2.0% | +1.7% | +1.5% |
| 6M | +27.4% | -1.7% | +29.0% | +29.2% |
| YTD | +19.6% | -0.6% | +20.2% | +20.6% |
| 1Y | +42.5% | +1.8% | +40.6% | +41.7% |
| 3Y | +240.4% | +9.6% | +230.9% | +199.1% |
| All | +240.4% | +9.6% | +230.9% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling