+816.6%
GLD vs VRSN
+1,017.1%
-200.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | -0.2% | +4.6% | +4.4% |
| 3M | -1.1% | -0.3% | -0.8% | -1.1% |
| 6M | -13.8% | +23.0% | -36.8% | -14.1% |
| YTD | +2.6% | +21.3% | -18.7% | +2.2% |
| 1Y | +24.5% | +6.7% | +17.8% | +24.3% |
| 3Y | +125.8% | +45.0% | +80.9% | +123.8% |
| 5Y | +137.8% | +35.0% | +102.8% | +135.5% |
| 10Y | +221.4% | +276.3% | -55.0% | +215.2% |
| All | +816.6% | +1,017.1% | -200.5% | +769.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling