+205.0%
GLD vs VST
+1,112.0%
-907.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.6% | -11.3% | -1.2% |
| 7D | +4.7% | -9.8% | +14.5% | +5.0% |
| 30D | -0.9% | -25.1% | +24.3% | +0.2% |
| 3M | -4.4% | -11.6% | +7.2% | -4.1% |
| 6M | -13.6% | -20.9% | +7.4% | -13.0% |
| YTD | -6.0% | -22.3% | +16.3% | -5.4% |
| 1Y | +1.8% | -32.0% | +33.8% | +2.8% |
| 3Y | +103.2% | +262.4% | -159.2% | +93.3% |
| 5Y | +119.3% | +563.4% | -444.0% | +105.5% |
| All | +205.0% | +1,112.0% | -907.1% | +190.0% |
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