-2.4%
GLD vs VRT
+3.4%
-5.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -2.4% |
| 7D | +2.8% | -17.7% | +20.5% | +4.4% |
| 30D | -4.0% | -20.0% | +16.0% | -2.4% |
| 3M | -8.2% | -28.1% | +19.8% | -5.9% |
| 6M | -14.8% | -42.8% | +28.0% | -10.9% |
| YTD | -6.8% | +20.0% | -26.8% | -10.0% |
| 1Y | -2.4% | +3.5% | -5.9% | -5.5% |
| All | -2.4% | +3.4% | -5.8% | -5.5% |
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