+19.7%
GS vs VWO
+5.9%
+13.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +1.8% |
| 7D | +0.3% | -1.3% | +1.6% | +1.7% |
| 30D | +3.9% | -7.1% | +11.0% | +12.3% |
| 3M | -11.4% | -6.1% | -5.3% | -5.4% |
| 6M | +3.7% | -3.9% | +7.6% | +7.9% |
| YTD | +7.1% | +5.0% | +2.1% | -1.2% |
| 1Y | +19.7% | +6.0% | +13.7% | +9.2% |
| All | +19.7% | +5.9% | +13.8% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling