+104.1%
GLD vs VMC
+42.8%
+61.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.2% |
| 7D | -4.6% | -1.3% | -3.3% | -4.5% |
| 30D | -5.5% | +15.5% | -20.9% | -6.4% |
| 3M | -10.9% | +0.6% | -11.5% | -11.0% |
| 6M | -17.4% | +2.1% | -19.5% | -17.6% |
| YTD | -10.3% | -1.6% | -8.7% | -10.2% |
| 1Y | -7.2% | -1.2% | -6.0% | -7.1% |
| 3Y | +96.9% | +35.3% | +61.6% | +95.0% |
| All | +104.1% | +42.8% | +61.2% | +99.7% |
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