+486.7%
GS vs VUG
+391.5%
+95.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | -3.2% | -3.4% | +0.2% | -0.2% |
| 30D | -2.4% | -11.1% | +8.7% | +8.1% |
| 3M | -15.7% | -7.2% | -8.5% | -10.0% |
| 6M | -6.8% | -4.1% | -2.6% | -3.0% |
| YTD | -0.1% | +1.4% | -1.4% | -0.8% |
| 1Y | +12.1% | +1.9% | +10.2% | +10.8% |
| 3Y | +185.8% | +77.7% | +108.0% | +76.3% |
| 5Y | +140.1% | +57.6% | +82.5% | +62.1% |
| All | +486.7% | +391.5% | +95.2% | +40.1% |
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