+457.2%
GS vs VXUS
+140.9%
+316.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.2% |
| 30D | +1.7% | -2.5% | +4.2% | +5.1% |
| 3M | -11.6% | -4.6% | -7.0% | -6.1% |
| 6M | -1.9% | -2.6% | +0.7% | +1.8% |
| YTD | +5.1% | +10.4% | -5.3% | -6.4% |
| 1Y | +16.4% | +12.9% | +3.6% | +1.1% |
| 3Y | +199.0% | +68.4% | +130.6% | +60.5% |
| 5Y | +157.4% | +47.7% | +109.8% | +62.7% |
| 10Y | +457.2% | +142.2% | +315.0% | +111.4% |
| All | +457.2% | +140.9% | +316.3% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling