+202.0%
GS vs VUG
+79.9%
+122.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.9% | +2.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.5% |
| 30D | +1.2% | -8.2% | +9.4% | +9.7% |
| 3M | -12.4% | -5.4% | -7.0% | -7.7% |
| 6M | -2.3% | -2.5% | +0.2% | +0.3% |
| YTD | +4.6% | +4.2% | +0.4% | +1.1% |
| 1Y | +17.5% | +5.0% | +12.5% | +12.8% |
| 3Y | +202.0% | +81.7% | +120.3% | +98.6% |
| All | +202.0% | +79.9% | +122.2% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling