+544.7%
GS vs VTEB
+26.8%
+517.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +5.9% | -1.2% | +7.1% | +6.7% |
| 30D | +4.3% | +2.5% | +1.8% | +2.6% |
| 3M | -11.7% | -1.7% | -10.0% | -10.6% |
| 6M | -3.2% | -1.2% | -1.9% | -2.3% |
| YTD | +5.8% | -0.5% | +6.3% | +6.3% |
| 1Y | +16.0% | -0.1% | +16.1% | +16.2% |
| 3Y | +199.8% | +10.5% | +189.3% | +180.7% |
| 5Y | +155.5% | +2.6% | +153.0% | +149.4% |
| 10Y | +452.7% | +22.4% | +430.3% | +724.6% |
| All | +544.7% | +26.8% | +517.9% | +1,035.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling