+213.3%
GLD vs VO
+192.5%
+20.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | +0.7% | +0.6% | +0.1% | +0.7% |
| 30D | +0.3% | -1.1% | +1.4% | +0.4% |
| 3M | +0.6% | +4.5% | -3.9% | +0.2% |
| 6M | -15.6% | +11.1% | -26.6% | -16.4% |
| YTD | +0.9% | +13.5% | -12.7% | -0.3% |
| 1Y | +19.4% | +14.5% | +4.9% | +17.9% |
| 3Y | +124.5% | +58.1% | +66.4% | +116.1% |
| 5Y | +138.9% | +43.3% | +95.7% | +130.3% |
| 10Y | +213.3% | +193.2% | +20.1% | +199.5% |
| All | +213.3% | +192.5% | +20.8% | +199.5% |
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