-18.0%
GLD vs VTV
+11.1%
-29.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | -5.5% | +2.3% | -7.8% | -7.5% |
| 30D | -7.0% | +3.8% | -10.8% | -11.4% |
| 3M | -12.4% | +1.7% | -14.0% | -14.4% |
| 6M | -18.0% | +10.9% | -28.9% | -30.5% |
| All | -18.0% | +11.1% | -29.2% | -30.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling