+203.8%
GLD vs VOO
+795.4%
-591.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.7% |
| 7D | +2.8% | -0.6% | +3.4% | +2.8% |
| 30D | -4.0% | -3.6% | -0.3% | -3.7% |
| 3M | -8.2% | -2.7% | -5.5% | -8.1% |
| 6M | -14.8% | +2.2% | -17.1% | -14.9% |
| YTD | -6.8% | +10.9% | -17.7% | -7.3% |
| 1Y | -2.4% | +11.3% | -13.7% | -2.9% |
| 3Y | +105.8% | +76.9% | +28.9% | +100.6% |
| 5Y | +113.3% | +73.5% | +39.8% | +107.3% |
| 10Y | +208.4% | +307.7% | -99.2% | +198.5% |
| All | +203.8% | +795.4% | -591.6% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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