+654.3%
GS vs VUG
+410.6%
+243.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.5% |
| 7D | +0.9% | -0.1% | +1.0% | +1.1% |
| 30D | -1.6% | -0.3% | -1.3% | -1.3% |
| 3M | -4.5% | -0.7% | -3.8% | -3.8% |
| 6M | +20.9% | +14.6% | +6.2% | +7.8% |
| YTD | +19.9% | +9.0% | +10.9% | +11.7% |
| 1Y | +41.4% | +14.9% | +26.5% | +25.9% |
| 3Y | +239.2% | +86.0% | +153.1% | +100.6% |
| 5Y | +185.0% | +76.7% | +108.3% | +73.2% |
| All | +654.3% | +410.6% | +243.7% | +55.0% |
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