+314.4%
GLD vs VT
+345.0%
-30.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.3% |
| 7D | +1.9% | -4.2% | +6.0% | +2.4% |
| 30D | -1.8% | -5.8% | +4.0% | -1.1% |
| 3M | -3.6% | -5.2% | +1.6% | -3.0% |
| 6M | -10.2% | +0.1% | -10.4% | -10.2% |
| YTD | -5.3% | +8.2% | -13.5% | -5.9% |
| 1Y | +2.5% | +10.1% | -7.7% | +1.6% |
| 3Y | +103.2% | +69.7% | +33.5% | +93.2% |
| 5Y | +121.1% | +53.4% | +67.7% | +111.2% |
| 10Y | +201.9% | +219.2% | -17.4% | +170.1% |
| All | +314.4% | +345.0% | -30.6% | +202.5% |
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