+511.2%
GLD vs VIG
+623.5%
-112.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.5% |
| 3M | -1.1% | +2.8% | -3.9% | -1.3% |
| 6M | -13.8% | +8.2% | -22.0% | -14.2% |
| YTD | +2.6% | +11.0% | -8.4% | +2.0% |
| 1Y | +24.5% | +16.1% | +8.4% | +23.5% |
| 3Y | +125.8% | +56.2% | +69.7% | +120.5% |
| 5Y | +137.8% | +63.0% | +74.8% | +131.4% |
| 10Y | +221.4% | +241.4% | -20.0% | +204.1% |
| All | +511.2% | +623.5% | -112.3% | +407.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling