+121.1%
GLD vs VST
+515.1%
-394.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | 0.0% |
| 3M | -3.6% | -19.6% | +15.9% | -2.7% |
| 6M | -10.2% | -29.4% | +19.2% | -8.9% |
| YTD | -5.3% | -29.7% | +24.5% | -4.0% |
| 1Y | +2.5% | -40.0% | +42.5% | +4.4% |
| 3Y | +103.2% | +231.0% | -127.8% | +87.9% |
| 5Y | +121.1% | +500.1% | -379.0% | +102.4% |
| All | +121.1% | +515.1% | -394.0% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling