+37.3%
GS vs VWO
+18.6%
+18.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.2% |
| 7D | +2.4% | +0.2% | +2.3% | +2.3% |
| 30D | -0.1% | +0.9% | -1.0% | -0.9% |
| 3M | +0.2% | +4.3% | -4.1% | -4.0% |
| 6M | +24.8% | +10.5% | +14.3% | +13.3% |
| YTD | +18.8% | +13.4% | +5.4% | +5.2% |
| 1Y | +37.3% | +18.6% | +18.7% | +17.4% |
| All | +37.3% | +18.6% | +18.7% | +17.4% |
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