+96.9%
GLD vs VTEB
+10.6%
+86.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | -4.6% | -1.2% | -3.4% | -3.3% |
| 30D | -5.5% | +2.5% | -7.9% | -7.8% |
| 3M | -10.9% | -1.7% | -9.2% | -9.2% |
| 6M | -17.4% | -1.2% | -16.2% | -16.1% |
| YTD | -10.3% | -0.5% | -9.8% | -9.4% |
| 1Y | -7.2% | -0.1% | -7.1% | -6.5% |
| 3Y | +96.9% | +10.5% | +86.5% | +71.3% |
| All | +96.9% | +10.6% | +86.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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