+109.7%
GLD vs V
+104.2%
+5.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.0% | -2.3% | +0.4% | -1.9% |
| 30D | -4.4% | +9.5% | -14.0% | -4.5% |
| 3M | -8.9% | +17.5% | -26.4% | -8.9% |
| 6M | -16.0% | +32.2% | -48.1% | -16.1% |
| YTD | -7.9% | +22.3% | -30.2% | -7.7% |
| 1Y | -3.9% | +26.8% | -30.7% | -3.8% |
| 3Y | +103.4% | +77.5% | +26.0% | +101.3% |
| 5Y | +109.7% | +110.1% | -0.3% | +106.7% |
| All | +109.7% | +104.2% | +5.5% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling