+231.4%
GLD vs VRT
+1,919.9%
-1,688.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.6% | -7.7% | +1.6% |
| 7D | +4.9% | -10.6% | +15.5% | +5.2% |
| 30D | -1.3% | -17.4% | +16.1% | -0.9% |
| 3M | -4.8% | -26.4% | +21.6% | -4.2% |
| 6M | -12.5% | -41.0% | +28.5% | -11.6% |
| YTD | -4.2% | +23.8% | -28.1% | -4.6% |
| 1Y | +3.0% | +11.6% | -8.6% | +2.7% |
| 3Y | +109.1% | +403.5% | -294.4% | +104.0% |
| 5Y | +121.6% | +647.0% | -525.5% | +114.0% |
| All | +231.4% | +1,919.9% | -1,688.5% | +216.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling