+210.4%
GLD vs VRT
+1,936.0%
-1,725.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | -4.6% | +10.5% | -15.1% | -4.9% |
| 30D | -5.5% | -9.3% | +3.9% | -5.4% |
| 3M | -10.9% | -29.6% | +18.7% | -10.3% |
| 6M | -17.4% | -45.4% | +27.9% | -16.4% |
| YTD | -10.3% | +24.8% | -35.1% | -10.7% |
| 1Y | -7.2% | +23.6% | -30.8% | -7.6% |
| 3Y | +96.9% | +379.7% | -282.8% | +92.2% |
| 5Y | +103.8% | +660.3% | -556.6% | +96.6% |
| All | +210.4% | +1,936.0% | -1,725.6% | +196.0% |
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