+45.7%
GLD vs VG
-51.4%
+97.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | -22.0% | +26.7% | +4.5% |
| 30D | -0.9% | -11.6% | +10.8% | -1.0% |
| 3M | -4.4% | -14.9% | +10.5% | -4.5% |
| 6M | -13.6% | -3.5% | -10.0% | -13.7% |
| YTD | -6.0% | +70.0% | -76.0% | -8.2% |
| 1Y | +1.8% | +50.0% | -48.2% | -0.4% |
| All | +45.7% | -51.4% | +97.1% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling