+213.1%
GLD vs VIG
+247.5%
-34.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -3.4% | -2.2% | -1.2% | -3.2% |
| 30D | -1.1% | -3.2% | +2.1% | -0.8% |
| 3M | +5.8% | +3.0% | +2.8% | +5.5% |
| 6M | -17.1% | +8.1% | -25.2% | -17.6% |
| YTD | 0.0% | +9.1% | -9.0% | -0.7% |
| 1Y | +18.2% | +12.6% | +5.7% | +17.1% |
| 3Y | +122.6% | +55.4% | +67.2% | +115.3% |
| 5Y | +137.1% | +62.8% | +74.3% | +128.1% |
| All | +213.1% | +247.5% | -34.4% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling