+225.3%
GLD vs VRT
+1,742.5%
-1,517.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | +4.7% | -21.4% | +26.1% | +5.3% |
| 30D | -0.9% | -25.8% | +24.9% | -0.2% |
| 3M | -4.4% | -33.5% | +29.1% | -3.5% |
| 6M | -13.6% | -49.0% | +35.5% | -12.3% |
| YTD | -6.0% | +12.9% | -19.0% | -6.1% |
| 1Y | +1.8% | 0.0% | +1.7% | +1.7% |
| 3Y | +103.2% | +361.8% | -258.6% | +98.7% |
| 5Y | +119.3% | +565.1% | -445.8% | +112.5% |
| All | +225.3% | +1,742.5% | -1,517.2% | +211.1% |
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