+478.5%
GS vs VUG
+405.9%
+72.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +2.3% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | +1.2% | -8.2% | +9.4% | +9.0% |
| 3M | -12.4% | -5.4% | -7.0% | -8.0% |
| 6M | -2.3% | -2.5% | +0.2% | +0.2% |
| YTD | +4.6% | +4.2% | +0.4% | +1.4% |
| 1Y | +17.5% | +5.0% | +12.5% | +13.2% |
| 3Y | +202.0% | +81.7% | +120.3% | +82.9% |
| 5Y | +152.4% | +62.5% | +89.8% | +66.0% |
| 10Y | +478.5% | +396.3% | +82.2% | +36.5% |
| All | +478.5% | +405.9% | +72.6% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling