+138.9%
GLD vs VEA
+61.6%
+77.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +0.7% | +1.9% | -1.1% | 0.0% |
| 30D | +0.3% | +0.8% | -0.5% | 0.0% |
| 3M | +0.6% | +5.7% | -5.1% | -1.4% |
| 6M | -15.6% | +13.3% | -28.9% | -19.2% |
| YTD | +0.9% | +18.4% | -17.5% | -4.5% |
| 1Y | +19.4% | +27.0% | -7.6% | +10.8% |
| 3Y | +124.5% | +79.3% | +45.2% | +90.3% |
| 5Y | +138.9% | +62.1% | +76.8% | +95.9% |
| All | +138.9% | +61.6% | +77.4% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling