+121.6%
GLD vs VEU
+49.1%
+72.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +0.7% |
| 7D | +4.9% | +0.8% | +4.2% | +4.6% |
| 30D | -1.3% | -1.6% | +0.3% | -0.6% |
| 3M | -4.8% | -4.2% | -0.6% | -3.0% |
| 6M | -12.5% | -1.5% | -11.0% | -11.9% |
| YTD | -4.2% | +11.7% | -15.9% | -7.5% |
| 1Y | +3.0% | +15.6% | -12.5% | -1.5% |
| 3Y | +109.1% | +71.7% | +37.4% | +79.0% |
| 5Y | +121.6% | +49.5% | +72.1% | +85.1% |
| All | +121.6% | +49.1% | +72.5% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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