+213.3%
GLD vs VMC
+149.2%
+64.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | +0.3% | -9.1% | +9.4% | +0.4% |
| 3M | +0.6% | -4.1% | +4.8% | +0.7% |
| 6M | -15.6% | -5.5% | -10.1% | -15.5% |
| YTD | +0.9% | -8.9% | +9.8% | +1.0% |
| 1Y | +19.4% | -12.9% | +32.3% | +19.6% |
| 3Y | +124.5% | +22.1% | +102.3% | +125.0% |
| 5Y | +138.9% | +52.7% | +86.2% | +140.1% |
| 10Y | +213.3% | +152.7% | +60.5% | +217.5% |
| All | +213.3% | +149.2% | +64.1% | +217.5% |
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