+530.8%
GLD vs VEU
+192.1%
+338.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -0.5% | +1.1% | -1.7% | -0.7% |
| 30D | +4.4% | +2.2% | +2.2% | +4.1% |
| 3M | -1.1% | +3.0% | -4.1% | -1.5% |
| 6M | -13.8% | +10.9% | -24.6% | -15.1% |
| YTD | +2.6% | +18.2% | -15.6% | +0.3% |
| 1Y | +24.5% | +28.3% | -3.8% | +20.4% |
| 3Y | +125.8% | +74.6% | +51.2% | +109.7% |
| 5Y | +137.8% | +56.4% | +81.4% | +122.7% |
| 10Y | +221.4% | +153.0% | +68.4% | +183.3% |
| All | +530.8% | +192.1% | +338.7% | +432.2% |
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