+205.6%
GLD vs VMC
+126.5%
+79.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.8% |
| 7D | -5.5% | -1.7% | -3.8% | -5.5% |
| 30D | -7.0% | +15.3% | -22.3% | -7.2% |
| 3M | -12.4% | +0.3% | -12.7% | -12.4% |
| 6M | -18.0% | +0.9% | -18.9% | -18.1% |
| YTD | -10.5% | -1.0% | -9.4% | -10.4% |
| 1Y | -8.1% | -4.3% | -3.7% | -8.0% |
| 3Y | +97.7% | +35.3% | +62.4% | +97.9% |
| 5Y | +103.4% | +44.4% | +59.0% | +103.7% |
| All | +205.6% | +126.5% | +79.2% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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