+615.3%
GS vs VXUS
+156.0%
+459.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.7% | -2.7% | -2.2% |
| 7D | -6.3% | -3.4% | -2.9% | -2.4% |
| 30D | -3.1% | -5.8% | +2.7% | +3.9% |
| 3M | -17.7% | -6.4% | -11.2% | -11.0% |
| 6M | -4.6% | -2.5% | -2.0% | -1.3% |
| YTD | +0.3% | +7.9% | -7.6% | -7.5% |
| 1Y | +11.7% | +11.5% | +0.2% | -0.6% |
| 3Y | +183.6% | +63.4% | +120.1% | +64.6% |
| 5Y | +141.0% | +42.9% | +98.0% | +62.7% |
| 10Y | +507.4% | +138.9% | +368.6% | +139.1% |
| All | +615.3% | +156.0% | +459.3% | +145.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling