+205.0%
GLD vs VO
+196.6%
+8.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | -2.6% | +7.3% | +5.0% |
| 30D | -0.9% | -0.9% | +0.1% | -0.8% |
| 3M | -4.4% | -3.0% | -1.4% | -4.1% |
| 6M | -13.6% | +2.2% | -15.8% | -13.7% |
| YTD | -6.0% | +10.6% | -16.6% | -6.8% |
| 1Y | +1.8% | +12.5% | -10.7% | +0.7% |
| 3Y | +103.2% | +61.4% | +41.8% | +95.6% |
| 5Y | +119.3% | +33.4% | +85.9% | +112.5% |
| All | +205.0% | +196.6% | +8.4% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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