+630.5%
GS vs VTEB
+26.7%
+603.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -0.8% | +1.7% | +1.5% |
| 30D | -1.6% | -1.3% | -0.2% | -0.7% |
| 3M | -4.5% | -2.1% | -2.3% | -3.1% |
| 6M | +20.9% | -1.7% | +22.6% | +22.3% |
| YTD | +19.9% | -0.6% | +20.5% | +20.5% |
| 1Y | +41.4% | +3.1% | +38.3% | +39.0% |
| 3Y | +239.2% | +9.2% | +229.9% | +219.8% |
| 5Y | +185.0% | +2.2% | +182.9% | +178.9% |
| 10Y | +655.0% | +18.8% | +636.2% | +891.0% |
| All | +630.5% | +26.7% | +603.9% | +1,187.2% |
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