+438.8%
GS vs VXUS
+146.4%
+292.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +5.9% | +2.1% | +3.7% | +3.3% |
| 30D | +4.3% | -1.1% | +5.4% | +6.0% |
| 3M | -11.7% | -5.6% | -6.0% | -5.0% |
| 6M | -3.2% | -2.3% | -0.9% | +0.1% |
| YTD | +5.8% | +10.4% | -4.6% | -5.7% |
| 1Y | +16.0% | +13.1% | +3.0% | +0.5% |
| 3Y | +199.8% | +68.0% | +131.7% | +61.3% |
| 5Y | +155.5% | +45.8% | +109.7% | +64.0% |
| All | +438.8% | +146.4% | +292.5% | +92.6% |
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