+722.8%
GLD vs VSH
+220.7%
+502.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.4% |
| 7D | -2.0% | +12.8% | -14.7% | -2.4% |
| 30D | -4.4% | -9.0% | +4.6% | -4.3% |
| 3M | -8.9% | -12.2% | +3.3% | -8.8% |
| 6M | -16.0% | -15.9% | -0.1% | -15.9% |
| YTD | -7.9% | +103.2% | -111.1% | -10.0% |
| 1Y | -3.9% | +108.4% | -112.3% | -6.2% |
| 3Y | +103.4% | +41.6% | +61.9% | +99.4% |
| 5Y | +109.7% | +54.6% | +55.1% | +104.7% |
| 10Y | +211.8% | +138.2% | +73.7% | +198.8% |
| All | +722.8% | +220.7% | +502.2% | +674.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling