+816.6%
GLD vs VSH
+248.8%
+567.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.3% | -1.0% |
| 7D | -0.5% | +4.1% | -4.6% | -0.6% |
| 30D | +4.4% | -4.2% | +8.6% | +4.5% |
| 3M | -1.1% | -50.0% | +48.9% | +0.7% |
| 6M | -13.8% | +80.2% | -94.0% | -15.4% |
| YTD | +2.6% | +121.1% | -118.5% | +0.2% |
| 1Y | +24.5% | +112.0% | -87.5% | +21.6% |
| 3Y | +125.8% | +22.5% | +103.3% | +122.4% |
| 5Y | +137.8% | +64.0% | +73.7% | +132.0% |
| 10Y | +221.4% | +170.4% | +51.0% | +207.3% |
| All | +816.6% | +248.8% | +567.7% | +762.6% |
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