+2.8%
GLD vs VRT
+12.3%
-9.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -12.9% | +16.6% | +4.9% |
| 7D | -0.3% | -15.4% | +15.1% | +1.3% |
| 30D | -1.9% | -19.0% | +17.1% | 0.0% |
| 3M | -0.4% | -23.8% | +23.4% | +1.8% |
| 6M | -10.2% | -37.9% | +27.7% | -6.6% |
| YTD | -6.0% | +27.0% | -33.0% | -10.0% |
| 1Y | +2.8% | +13.8% | -11.0% | -1.2% |
| All | +2.8% | +12.3% | -9.5% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling