+126.1%
GLD vs VTEB
+9.0%
+117.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | +0.1% | -0.7% | +0.8% | +0.8% |
| 30D | +0.2% | -2.1% | +2.3% | +2.2% |
| 3M | +3.2% | -2.7% | +5.9% | +5.9% |
| 6M | -14.6% | -2.1% | -12.5% | -12.9% |
| YTD | +1.8% | -1.1% | +2.9% | +3.2% |
| 1Y | +20.7% | +1.3% | +19.4% | +20.4% |
| All | +126.1% | +9.0% | +117.1% | +119.1% |
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