+96.9%
GLD vs VRSN
+53.7%
+43.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.6% | +1.4% | -6.0% | -4.5% |
| 30D | -5.5% | +3.9% | -9.3% | -5.4% |
| 3M | -10.9% | +9.3% | -20.2% | -10.6% |
| 6M | -17.4% | +6.7% | -24.1% | -17.1% |
| YTD | -10.3% | +30.0% | -40.4% | -9.8% |
| 1Y | -7.2% | +26.0% | -33.2% | -6.5% |
| 3Y | +96.9% | +53.1% | +43.8% | +94.1% |
| All | +96.9% | +53.7% | +43.2% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 3y: compounded portfolio wealth divided by compounded VRSN 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…
3y analysis · Full analysis span regression · 6 months rolling