+457.2%
GS vs VUG
+390.7%
+66.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +1.1% |
| 7D | +1.6% | -1.2% | +2.8% | +2.8% |
| 30D | +1.7% | -8.9% | +10.5% | +10.2% |
| 3M | -11.6% | -5.9% | -5.7% | -6.7% |
| 6M | -1.9% | -3.3% | +1.4% | +1.3% |
| YTD | +5.1% | +3.4% | +1.6% | +2.5% |
| 1Y | +16.4% | +1.9% | +14.5% | +15.1% |
| 3Y | +199.0% | +76.9% | +122.0% | +85.1% |
| 5Y | +157.4% | +63.9% | +93.6% | +67.7% |
| 10Y | +457.2% | +396.2% | +61.0% | +26.7% |
| All | +457.2% | +390.7% | +66.6% | +26.7% |
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