+755.2%
GLD vs VSH
+190.6%
+564.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +13.4% | -11.6% | +1.5% |
| 7D | +4.9% | +3.5% | +1.5% | +4.7% |
| 30D | -1.3% | -22.4% | +21.1% | -0.7% |
| 3M | -4.8% | -25.2% | +20.4% | -4.1% |
| 6M | -12.5% | -22.5% | +10.0% | -12.2% |
| YTD | -4.2% | +84.2% | -88.4% | -6.2% |
| 1Y | +3.0% | +87.1% | -84.0% | +0.9% |
| 3Y | +109.1% | +31.7% | +77.5% | +105.5% |
| 5Y | +121.6% | +42.6% | +79.0% | +116.9% |
| 10Y | +212.2% | +116.6% | +95.6% | +200.1% |
| All | +755.2% | +190.6% | +564.6% | +708.0% |
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