+739.4%
GLD vs VRSN
+1,080.5%
-341.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +4.7% | +0.5% | +4.2% | +4.7% |
| 30D | -0.9% | +4.9% | -5.8% | -1.0% |
| 3M | -4.4% | +5.8% | -10.2% | -4.5% |
| 6M | -13.6% | +12.6% | -26.1% | -13.8% |
| YTD | -6.0% | +28.2% | -34.2% | -6.5% |
| 1Y | +1.8% | +30.4% | -28.7% | +1.2% |
| 3Y | +103.2% | +54.6% | +48.6% | +101.2% |
| 5Y | +119.3% | +35.1% | +84.3% | +117.3% |
| 10Y | +199.5% | +294.0% | -94.5% | +193.5% |
| All | +739.4% | +1,080.5% | -341.2% | +695.6% |
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