+227.9%
GLD vs VRT
+1,680.7%
-1,452.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.0% | +14.8% | +1.2% |
| 7D | +1.9% | -28.1% | +30.0% | +2.7% |
| 30D | -1.8% | -30.2% | +28.4% | -1.0% |
| 3M | -3.6% | -36.4% | +32.8% | -2.6% |
| 6M | -10.2% | -48.2% | +37.9% | -9.0% |
| YTD | -5.3% | +9.2% | -14.4% | -5.3% |
| 1Y | +2.5% | -7.2% | +9.7% | +2.6% |
| 3Y | +103.2% | +338.7% | -235.5% | +98.9% |
| 5Y | +121.1% | +542.8% | -421.8% | +114.4% |
| All | +227.9% | +1,680.7% | -1,452.8% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling