+272.6%
GLD vs VTEB
+26.7%
+246.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -0.8% | +0.2% | +0.1% |
| 30D | +4.4% | -1.3% | +5.7% | +5.5% |
| 3M | -1.1% | -2.1% | +1.0% | +0.6% |
| 6M | -13.8% | -1.7% | -12.1% | -12.6% |
| YTD | +2.6% | -0.6% | +3.2% | +3.2% |
| 1Y | +24.5% | +3.1% | +21.4% | +22.1% |
| 3Y | +125.8% | +9.2% | +116.6% | +112.5% |
| 5Y | +137.8% | +2.2% | +135.6% | +133.0% |
| 10Y | +221.4% | +18.8% | +202.6% | +171.4% |
| All | +272.6% | +26.7% | +246.0% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling