+456.2%
GLD vs VEA
+157.0%
+299.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | -4.4% | 0.0% | -4.4% | -4.4% |
| 3M | -8.9% | -3.6% | -5.4% | -8.4% |
| 6M | -16.0% | -0.5% | -15.5% | -15.9% |
| YTD | -7.9% | +13.0% | -20.8% | -9.2% |
| 1Y | -3.9% | +16.3% | -20.1% | -5.6% |
| 3Y | +103.4% | +74.4% | +29.0% | +90.4% |
| 5Y | +109.7% | +55.8% | +53.9% | +97.7% |
| 10Y | +211.8% | +161.1% | +50.7% | +178.0% |
| All | +456.2% | +157.0% | +299.3% | +393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling