+213.3%
GLD vs VFC
-69.1%
+282.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.1% | -1.7% |
| 7D | +0.7% | +0.8% | -0.1% | +0.7% |
| 30D | +0.3% | -11.9% | +12.3% | +0.5% |
| 3M | +0.6% | -20.2% | +20.8% | +0.9% |
| 6M | -15.6% | -23.0% | +7.4% | -15.3% |
| YTD | +0.9% | -26.2% | +27.1% | +1.2% |
| 1Y | +19.4% | -13.3% | +32.7% | +19.7% |
| 3Y | +124.5% | -25.5% | +149.9% | +124.7% |
| 5Y | +138.9% | -78.1% | +217.0% | +136.6% |
| 10Y | +213.3% | -68.8% | +282.1% | +211.9% |
| All | +213.3% | -69.1% | +282.4% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling