-7.2%
GLD vs VIG
+16.5%
-23.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | +3.5% | -8.1% | -7.2% |
| 30D | -5.5% | +4.9% | -10.4% | -9.6% |
| 3M | -10.9% | +2.5% | -13.4% | -13.1% |
| 6M | -17.4% | +11.0% | -28.5% | -24.5% |
| YTD | -10.3% | +16.0% | -26.3% | -20.3% |
| 1Y | -7.2% | +17.5% | -24.7% | -17.8% |
| All | -7.2% | +16.5% | -23.7% | -17.8% |
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