+212.2%
GLD vs VST
+1,219.3%
-1,007.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.3% | -5.4% | +1.6% |
| 7D | +4.9% | -0.5% | +5.5% | +4.8% |
| 30D | -1.3% | -17.1% | +15.8% | -0.6% |
| 3M | -4.8% | -4.6% | -0.2% | -4.7% |
| 6M | -12.5% | -9.1% | -3.4% | -12.4% |
| YTD | -4.2% | -16.6% | +12.4% | -3.9% |
| 1Y | +3.0% | -29.5% | +32.5% | +3.9% |
| 3Y | +109.1% | +297.5% | -188.4% | +98.3% |
| 5Y | +121.6% | +654.5% | -533.0% | +106.7% |
| 10Y | +212.2% | +1,205.2% | -993.0% | +195.9% |
| All | +212.2% | +1,219.3% | -1,007.1% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling