+0.3%
GLD vs VIG
+17.0%
-16.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -0.1% |
| 7D | +4.9% | +0.4% | +4.5% | +4.3% |
| 30D | -1.3% | +4.3% | -5.6% | -5.2% |
| 3M | -4.8% | +2.0% | -6.8% | -6.8% |
| 6M | -12.5% | +10.2% | -22.7% | -19.6% |
| YTD | -4.2% | +14.8% | -19.0% | -14.4% |
| All | +0.3% | +17.0% | -16.7% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling