+118.6%
GLD vs VMC
+42.5%
+76.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +4.7% | +0.5% | +4.2% | +4.7% |
| 30D | -0.9% | +15.8% | -16.7% | -1.9% |
| 3M | -4.4% | +0.6% | -5.0% | -4.5% |
| 6M | -13.6% | -4.0% | -9.5% | -13.5% |
| YTD | -6.0% | -0.3% | -5.7% | -6.0% |
| 1Y | +1.8% | -0.5% | +2.3% | +1.8% |
| 3Y | +103.2% | +39.6% | +63.6% | +101.1% |
| All | +118.6% | +42.5% | +76.1% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling