+127.7%
GLD vs V
+54.5%
+73.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | -1.7% | +1.2% | -0.6% |
| 30D | +4.4% | +2.0% | +2.4% | +4.5% |
| 3M | -1.1% | +17.4% | -18.5% | -0.8% |
| 6M | -13.8% | +17.5% | -31.3% | -13.5% |
| YTD | +2.6% | +7.6% | -4.9% | +3.2% |
| 1Y | +24.5% | +7.7% | +16.8% | +25.2% |
| All | +127.7% | +54.5% | +73.2% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling