+104.8%
GLD vs VST
+229.5%
-124.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +1.1% |
| 7D | +1.9% | -19.9% | +21.8% | +3.0% |
| 30D | -1.8% | -29.7% | +27.9% | +0.1% |
| 3M | -3.6% | -19.6% | +15.9% | -2.6% |
| 6M | -10.2% | -29.4% | +19.2% | -8.8% |
| YTD | -5.3% | -29.7% | +24.5% | -3.9% |
| 1Y | +2.5% | -40.0% | +42.5% | +4.5% |
| All | +104.8% | +229.5% | -124.7% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling