+206.1%
GLD vs VIG
+262.6%
-56.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | +3.5% | -8.1% | -4.9% |
| 30D | -5.5% | +4.9% | -10.4% | -6.0% |
| 3M | -10.9% | +2.5% | -13.4% | -11.2% |
| 6M | -17.4% | +11.0% | -28.5% | -18.3% |
| YTD | -10.3% | +16.0% | -26.3% | -11.6% |
| 1Y | -7.2% | +17.5% | -24.7% | -8.5% |
| 3Y | +96.9% | +67.0% | +29.9% | +89.1% |
| 5Y | +103.8% | +64.8% | +39.0% | +95.2% |
| All | +206.1% | +262.6% | -56.5% | +195.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling