+478.1%
GLD vs VEA
+156.9%
+321.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.4% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | -1.3% | -0.7% | -0.7% | -1.2% |
| 3M | -4.8% | -3.9% | -0.9% | -4.2% |
| 6M | -12.5% | -0.6% | -11.9% | -12.4% |
| YTD | -4.2% | +12.9% | -17.2% | -5.6% |
| 1Y | +3.0% | +18.4% | -15.3% | +1.0% |
| 3Y | +109.1% | +75.3% | +33.9% | +95.6% |
| 5Y | +121.6% | +54.3% | +67.2% | +109.1% |
| 10Y | +212.2% | +158.0% | +54.2% | +178.6% |
| All | +478.1% | +156.9% | +321.3% | +413.4% |
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