+816.6%
GLD vs VFC
+88.4%
+728.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.4% | -11.6% | +16.0% | +4.5% |
| 3M | -1.1% | -18.1% | +17.0% | -1.0% |
| 6M | -13.8% | -27.4% | +13.6% | -13.7% |
| YTD | +2.6% | -24.8% | +27.5% | +2.8% |
| 1Y | +24.5% | -8.2% | +32.7% | +24.7% |
| 3Y | +125.8% | -29.1% | +155.0% | +126.2% |
| 5Y | +137.8% | -79.2% | +217.0% | +135.0% |
| 10Y | +221.4% | -68.1% | +289.5% | +220.4% |
| All | +816.6% | +88.4% | +728.2% | +788.4% |
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