+142.5%
GLD vs VO
+42.6%
+99.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +4.4% | -0.3% | +4.7% | +4.5% |
| 3M | -1.1% | +2.9% | -4.0% | -1.6% |
| 6M | -13.8% | +9.3% | -23.1% | -15.0% |
| YTD | +2.6% | +14.2% | -11.6% | +0.7% |
| 1Y | +24.5% | +15.3% | +9.3% | +22.0% |
| 3Y | +125.8% | +56.2% | +69.6% | +113.5% |
| All | +142.5% | +42.6% | +99.9% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling