+218.2%
GLD vs VEA
+160.2%
+58.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +3.2% | +4.8% | -1.6% | +2.1% |
| 6M | -14.6% | +11.3% | -25.9% | -16.6% |
| YTD | +1.8% | +17.4% | -15.6% | -1.5% |
| 1Y | +20.7% | +26.2% | -5.5% | +15.3% |
| 3Y | +126.5% | +77.7% | +48.8% | +103.7% |
| 5Y | +140.0% | +60.9% | +79.1% | +116.4% |
| 10Y | +218.2% | +163.6% | +54.6% | +163.0% |
| All | +218.2% | +160.2% | +58.0% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 10y: compounded portfolio wealth divided by compounded VEA 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…
10y analysis · Full analysis span regression · 6 months rolling