+139.3%
GS vs VUG
+57.0%
+82.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | -3.2% | -3.4% | +0.2% | -0.5% |
| 30D | -2.4% | -11.1% | +8.7% | +6.9% |
| 3M | -15.7% | -7.2% | -8.5% | -10.6% |
| 6M | -6.8% | -4.1% | -2.6% | -3.3% |
| YTD | -0.1% | +1.4% | -1.4% | -0.6% |
| 1Y | +12.1% | +1.9% | +10.2% | +11.1% |
| 3Y | +185.8% | +77.7% | +108.0% | +95.1% |
| All | +139.3% | +57.0% | +82.3% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling