+124.5%
GLD vs VTV
+69.1%
+55.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +0.6% | +6.2% | -5.6% | -1.1% |
| 6M | -15.6% | +13.5% | -29.1% | -18.4% |
| YTD | +0.9% | +18.9% | -18.0% | -3.2% |
| 1Y | +19.4% | +25.8% | -6.4% | +13.6% |
| 3Y | +124.5% | +68.7% | +55.7% | +100.7% |
| All | +124.5% | +69.1% | +55.4% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling