+739.4%
GLD vs VFC
+187.0%
+552.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +11.2% | -6.5% | +4.6% |
| 30D | -0.9% | +41.5% | -42.4% | -1.1% |
| 3M | -4.4% | +38.9% | -43.3% | -4.6% |
| 6M | -13.6% | +6.1% | -19.7% | -13.6% |
| YTD | -6.0% | +14.5% | -20.5% | -6.1% |
| 1Y | +1.8% | +46.0% | -44.2% | +1.7% |
| 3Y | +103.2% | +36.4% | +66.8% | +103.2% |
| 5Y | +119.3% | -67.5% | +186.9% | +116.3% |
| 10Y | +199.5% | -45.8% | +245.3% | +198.2% |
| All | +739.4% | +187.0% | +552.4% | +711.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling