+128.4%
GLD vs VGT
+126.4%
+2.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +4.4% | +1.3% | +3.1% | +4.2% |
| 3M | -1.1% | -1.1% | +0.1% | -1.1% |
| 6M | -13.8% | +32.6% | -46.4% | -16.6% |
| YTD | +2.6% | +29.0% | -26.4% | -0.5% |
| 1Y | +24.5% | +39.7% | -15.2% | +20.2% |
| All | +128.4% | +126.4% | +2.0% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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