+459.8%
GLD vs VIG
+630.3%
-170.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -1.8% | +6.5% | +4.8% |
| 30D | -0.9% | +2.7% | -3.6% | -1.1% |
| 3M | -4.4% | 0.0% | -4.4% | -4.4% |
| 6M | -13.6% | +6.8% | -20.3% | -13.9% |
| YTD | -6.0% | +12.1% | -18.1% | -6.6% |
| 1Y | +1.8% | +14.8% | -13.1% | +1.0% |
| 3Y | +103.2% | +62.4% | +40.8% | +98.0% |
| 5Y | +119.3% | +59.6% | +59.8% | +113.5% |
| 10Y | +199.5% | +261.5% | -62.0% | +182.7% |
| All | +459.8% | +630.3% | -170.6% | +364.2% |
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