+303.6%
GLD vs V
+3,137.9%
-2,834.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | +1.9% | +2.9% | -1.1% | +1.9% |
| 30D | -1.8% | +14.0% | -15.8% | -1.6% |
| 3M | -3.6% | +14.9% | -18.5% | -3.4% |
| 6M | -10.2% | +31.7% | -42.0% | -9.9% |
| YTD | -5.3% | +21.2% | -26.5% | -5.0% |
| 1Y | +2.5% | +25.3% | -22.8% | +2.8% |
| 3Y | +103.2% | +77.5% | +25.7% | +104.8% |
| 5Y | +121.1% | +102.6% | +18.5% | +123.4% |
| 10Y | +201.9% | +464.3% | -262.5% | +214.3% |
| All | +303.6% | +3,137.9% | -2,834.4% | +338.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling