+137.1%
GLD vs VTEB
+0.8%
+136.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -0.9% |
| 7D | -3.4% | -1.2% | -2.2% | -2.0% |
| 30D | -1.1% | -2.9% | +1.7% | +2.1% |
| 3M | +5.8% | -3.2% | +9.0% | +9.7% |
| 6M | -17.1% | -2.6% | -14.4% | -14.4% |
| YTD | 0.0% | -1.8% | +1.8% | +2.3% |
| 1Y | +18.2% | +0.2% | +18.0% | +18.6% |
| 3Y | +122.6% | +8.2% | +114.4% | +105.2% |
| 5Y | +137.1% | +0.8% | +136.2% | +142.1% |
| All | +137.1% | +0.8% | +136.3% | +142.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling