+211.8%
GLD vs VO
+202.1%
+9.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -2.0% | +0.2% | -2.2% | -2.0% |
| 30D | -4.4% | +2.0% | -6.5% | -4.7% |
| 3M | -8.9% | -0.3% | -8.6% | -8.9% |
| 6M | -16.0% | +7.3% | -23.3% | -16.6% |
| YTD | -7.9% | +15.0% | -22.8% | -9.1% |
| 1Y | -3.9% | +14.7% | -18.6% | -5.1% |
| 3Y | +103.4% | +67.3% | +36.1% | +95.0% |
| 5Y | +109.7% | +38.8% | +70.9% | +102.3% |
| 10Y | +211.8% | +201.6% | +10.3% | +199.7% |
| All | +211.8% | +202.1% | +9.7% | +199.7% |
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