+211.8%
GLD vs VSH
+141.4%
+70.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.5% |
| 7D | -2.0% | +12.8% | -14.7% | -2.5% |
| 30D | -4.4% | -9.0% | +4.6% | -4.3% |
| 3M | -8.9% | -12.2% | +3.3% | -8.7% |
| 6M | -16.0% | -15.9% | -0.1% | -15.8% |
| YTD | -7.9% | +103.2% | -111.1% | -9.8% |
| 1Y | -3.9% | +108.4% | -112.3% | -6.0% |
| 3Y | +103.4% | +41.6% | +61.9% | +99.8% |
| 5Y | +109.7% | +54.6% | +55.1% | +105.4% |
| 10Y | +211.8% | +138.2% | +73.7% | +214.3% |
| All | +211.8% | +141.4% | +70.4% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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