+19.1%
GLD vs VTI
+17.9%
+1.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | 0.0% |
| 7D | -2.0% | -0.9% | -1.1% | -1.3% |
| 30D | -1.5% | -1.4% | -0.1% | -0.4% |
| 3M | +3.2% | +3.6% | -0.4% | +0.5% |
| 6M | -16.3% | +13.6% | -29.9% | -22.8% |
| YTD | +0.6% | +12.9% | -12.3% | -7.1% |
| 1Y | +19.1% | +17.2% | +1.9% | +6.1% |
| All | +19.1% | +17.9% | +1.2% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTI.
Daily Out/Under-Performance
Portfolio return minus VTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTI 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 1y: compounded portfolio wealth divided by compounded VTI 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…
1y analysis · Full analysis span regression · 6 months rolling