+800.7%
GLD vs VNQ
+347.7%
+453.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | +0.3% | -2.5% | +2.9% | +0.4% |
| 3M | +0.6% | +1.4% | -0.8% | +0.6% |
| 6M | -15.6% | +4.6% | -20.1% | -15.7% |
| YTD | +0.9% | +10.5% | -9.7% | +0.5% |
| 1Y | +19.4% | +8.4% | +11.0% | +19.0% |
| 3Y | +124.5% | +32.4% | +92.0% | +122.1% |
| 5Y | +138.9% | +5.5% | +133.5% | +137.6% |
| 10Y | +213.3% | +59.1% | +154.2% | +207.9% |
| All | +800.7% | +347.7% | +453.0% | +709.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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