+205.6%
GLD vs VTV
+229.4%
-23.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | +2.3% | -7.8% | -5.7% |
| 30D | -7.0% | +3.8% | -10.8% | -7.3% |
| 3M | -12.4% | +1.7% | -14.0% | -12.5% |
| 6M | -18.0% | +10.9% | -28.9% | -18.7% |
| YTD | -10.5% | +21.7% | -32.2% | -11.7% |
| 1Y | -8.1% | +23.4% | -31.4% | -9.4% |
| 3Y | +97.7% | +78.0% | +19.7% | +91.2% |
| 5Y | +103.4% | +77.4% | +26.0% | +96.4% |
| All | +205.6% | +229.4% | -23.7% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling