-7.2%
GLD vs VTV
+23.7%
-30.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -4.6% | +2.9% | -7.5% | -7.0% |
| 30D | -5.5% | +3.8% | -9.2% | -9.0% |
| 3M | -10.9% | +1.6% | -12.5% | -12.4% |
| 6M | -17.4% | +11.2% | -28.6% | -25.3% |
| YTD | -10.3% | +22.0% | -32.3% | -22.7% |
| 1Y | -7.2% | +24.9% | -32.0% | -20.6% |
| All | -7.2% | +23.7% | -30.9% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling