+300.4%
GLD vs V
+3,138.4%
-2,838.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 1Y | +1.8% | +26.4% | -24.7% | +2.1% |
| 3Y | +103.2% | +77.6% | +25.6% | +104.8% |
| 5Y | +119.3% | +102.6% | +16.7% | +121.6% |
| 10Y | +199.5% | +464.4% | -264.9% | +211.8% |
| All | +300.4% | +3,138.4% | -2,838.0% | +335.3% |
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