+240.4%
GS vs VWO
+66.7%
+173.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | +3.4% | +0.9% | +2.5% | +2.5% |
| 30D | +0.2% | +1.3% | -1.1% | -0.9% |
| 3M | -0.3% | +5.1% | -5.4% | -4.7% |
| 6M | +27.4% | +12.5% | +14.8% | +14.7% |
| YTD | +19.6% | +14.0% | +5.6% | +6.6% |
| 1Y | +42.5% | +19.7% | +22.7% | +21.6% |
| 3Y | +240.4% | +66.8% | +173.7% | +113.3% |
| All | +240.4% | +66.7% | +173.7% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling