+210.9%
GLD vs VST
+866.2%
-655.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.2% | +7.0% | +1.1% |
| 7D | +1.9% | -19.9% | +21.8% | +2.7% |
| 30D | -1.8% | -29.7% | +27.9% | -0.4% |
| 3M | -3.6% | -19.6% | +15.9% | -2.9% |
| 6M | -10.2% | -29.4% | +19.2% | -9.2% |
| YTD | -5.3% | -29.7% | +24.5% | -4.3% |
| 1Y | +2.5% | -40.0% | +42.5% | +4.0% |
| 3Y | +103.2% | +231.0% | -127.8% | +94.7% |
| 5Y | +121.1% | +500.1% | -379.0% | +108.8% |
| 10Y | +201.9% | +1,004.2% | -802.3% | +195.8% |
| All | +210.9% | +866.2% | -655.3% | +201.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling