+488.6%
GLD vs VEU
+176.1%
+312.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.4% |
| 7D | +4.9% | +0.8% | +4.2% | +4.8% |
| 30D | -1.3% | -1.6% | +0.3% | -1.1% |
| 3M | -4.8% | -4.2% | -0.6% | -4.1% |
| 6M | -12.5% | -1.5% | -11.0% | -12.2% |
| YTD | -4.2% | +11.7% | -15.9% | -5.6% |
| 1Y | +3.0% | +15.6% | -12.5% | +1.1% |
| 3Y | +109.1% | +71.7% | +37.4% | +95.0% |
| 5Y | +121.6% | +49.5% | +72.1% | +109.1% |
| 10Y | +212.2% | +145.6% | +66.6% | +176.9% |
| All | +488.6% | +176.1% | +312.5% | +401.0% |
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