+472.8%
GLD vs VEU
+174.2%
+298.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | -4.0% | -2.3% | -1.7% | -3.6% |
| 3M | -8.2% | -4.4% | -3.9% | -7.6% |
| 6M | -14.8% | -2.2% | -12.7% | -14.5% |
| YTD | -6.8% | +10.9% | -17.7% | -8.0% |
| 1Y | -2.4% | +13.4% | -15.8% | -3.9% |
| 3Y | +105.8% | +69.7% | +36.1% | +92.2% |
| 5Y | +113.3% | +50.0% | +63.4% | +101.3% |
| 10Y | +208.4% | +145.8% | +62.7% | +173.6% |
| All | +472.8% | +174.2% | +298.6% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling