+700.9%
GLD vs VTV
+661.3%
+39.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | +2.9% | -7.5% | -4.7% |
| 30D | -5.5% | +3.8% | -9.2% | -5.7% |
| 3M | -10.9% | +1.6% | -12.5% | -11.0% |
| 6M | -17.4% | +11.2% | -28.6% | -17.9% |
| YTD | -10.3% | +22.0% | -32.3% | -11.2% |
| 1Y | -7.2% | +24.9% | -32.0% | -8.2% |
| 3Y | +96.9% | +78.5% | +18.5% | +91.6% |
| 5Y | +103.8% | +77.8% | +26.0% | +98.1% |
| 10Y | +203.5% | +231.1% | -27.5% | +187.7% |
| All | +700.9% | +661.3% | +39.6% | +578.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling