+127.7%
GLD vs VRT
+606.5%
-478.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.0% |
| 7D | -0.5% | +9.1% | -9.6% | -0.9% |
| 30D | +4.4% | +0.9% | +3.5% | +4.3% |
| 3M | -1.1% | -13.4% | +12.3% | -0.8% |
| 6M | -13.8% | +11.7% | -25.5% | -14.2% |
| YTD | +2.6% | +73.2% | -70.6% | +1.5% |
| 1Y | +24.5% | +123.4% | -98.9% | +23.2% |
| All | +127.7% | +606.5% | -478.8% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling