+2.8%
GLD vs VST
-35.7%
+38.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -13.8% | +17.5% | +5.0% |
| 7D | -0.3% | -15.7% | +15.4% | +1.3% |
| 30D | -1.9% | -17.0% | +15.1% | -0.3% |
| 3M | -0.4% | -15.9% | +15.4% | +0.9% |
| 6M | -10.2% | -25.0% | +14.8% | -8.3% |
| YTD | -6.0% | -25.1% | +19.1% | -4.4% |
| 1Y | +2.8% | -34.9% | +37.7% | +5.3% |
| All | +2.8% | -35.7% | +38.5% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 1y: compounded portfolio wealth divided by compounded VST 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…
1y analysis · Full analysis span regression · 6 months rolling