+103.2%
GLD vs V
+77.2%
+26.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | +2.2% | +2.5% | +4.7% |
| 30D | -0.9% | +13.6% | -14.5% | -0.7% |
| 3M | -4.4% | +14.3% | -18.7% | -4.2% |
| 6M | -13.6% | +33.1% | -46.7% | -13.2% |
| YTD | -6.0% | +21.2% | -27.2% | -5.3% |
| 1Y | +1.8% | +26.4% | -24.7% | +2.4% |
| 3Y | +103.2% | +77.6% | +25.6% | +99.1% |
| All | +103.2% | +77.2% | +26.0% | +99.1% |
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