+348.9%
GLD vs VT
+374.2%
-25.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | +0.4% | -1.0% | -0.6% |
| 30D | +4.4% | +1.0% | +3.4% | +4.3% |
| 3M | -1.1% | +2.4% | -3.5% | -1.3% |
| 6M | -13.8% | +12.0% | -25.8% | -14.8% |
| YTD | +2.6% | +15.3% | -12.7% | +1.1% |
| 1Y | +24.5% | +22.6% | +1.9% | +22.0% |
| 3Y | +125.8% | +74.7% | +51.2% | +113.7% |
| 5Y | +137.8% | +66.1% | +71.7% | +125.1% |
| 10Y | +221.4% | +225.0% | -3.6% | +186.4% |
| All | +348.9% | +374.2% | -25.3% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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