+208.4%
GLD vs V
+444.9%
-236.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | +0.6% | +2.2% | +2.8% |
| 30D | -4.0% | +9.7% | -13.7% | -4.1% |
| 3M | -8.2% | +17.3% | -25.5% | -8.4% |
| 6M | -14.8% | +33.2% | -48.1% | -15.1% |
| YTD | -6.8% | +21.3% | -28.1% | -7.0% |
| 1Y | -2.4% | +27.3% | -29.7% | -2.6% |
| 3Y | +105.8% | +76.1% | +29.7% | +103.7% |
| 5Y | +113.3% | +103.5% | +9.9% | +110.3% |
| 10Y | +208.4% | +454.5% | -246.0% | +200.5% |
| All | +208.4% | +444.9% | -236.5% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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