+19.7%
GS vs VUG
+4.9%
+14.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.0% | +1.9% |
| 7D | +0.3% | -3.0% | +3.3% | +3.6% |
| 30D | +3.9% | -6.4% | +10.3% | +11.4% |
| 3M | -11.4% | -3.2% | -8.2% | -8.4% |
| 6M | +3.7% | +3.1% | +0.6% | +0.5% |
| YTD | +7.1% | +6.3% | +0.8% | 0.0% |
| 1Y | +19.7% | +5.2% | +14.5% | +13.2% |
| All | +19.7% | +4.9% | +14.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling