+104.6%
GLD vs V
+76.6%
+28.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | +0.8% | +2.0% | +2.8% |
| 30D | -4.0% | +9.9% | -13.9% | -3.8% |
| 3M | -8.2% | +17.5% | -25.7% | -8.0% |
| 6M | -14.8% | +33.5% | -48.3% | -14.5% |
| YTD | -6.8% | +21.6% | -28.4% | -6.1% |
| 1Y | -2.4% | +27.6% | -30.0% | -1.8% |
| All | +104.6% | +76.6% | +28.0% | +93.4% |
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