+212.2%
GLD vs VFC
-44.8%
+257.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.8% |
| 7D | +4.9% | +7.7% | -2.7% | +4.8% |
| 30D | -1.3% | +39.2% | -40.5% | -1.8% |
| 3M | -4.8% | +40.3% | -45.0% | -5.2% |
| 6M | -12.5% | +11.4% | -23.9% | -12.7% |
| YTD | -4.2% | +17.5% | -21.8% | -4.5% |
| 1Y | +3.0% | +45.9% | -42.8% | +2.6% |
| 3Y | +109.1% | +47.3% | +61.8% | +107.9% |
| 5Y | +121.6% | -67.2% | +188.8% | +117.6% |
| 10Y | +212.2% | -46.1% | +258.3% | +207.2% |
| All | +212.2% | -44.8% | +257.0% | +207.2% |
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