-25.1%
GAU vs VT
+217.6%
-242.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.9% | -5.9% |
| 7D | +33.5% | -0.1% | +33.7% | +33.7% |
| 30D | +14.6% | -3.1% | +17.7% | +17.9% |
| 3M | +25.5% | -3.5% | +29.0% | +30.0% |
| 6M | -2.7% | +0.5% | -3.2% | -1.8% |
| YTD | -0.8% | +10.8% | -11.6% | -6.0% |
| 1Y | +12.1% | +11.9% | +0.2% | +5.5% |
| 3Y | +382.7% | +73.0% | +309.7% | +236.1% |
| 5Y | +191.9% | +58.6% | +133.2% | +111.2% |
| 10Y | -25.1% | +219.2% | -244.3% | -76.4% |
| All | -25.1% | +217.6% | -242.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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