+816.6%
GLD vs VTV
+647.7%
+168.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +4.4% | +1.1% | +3.3% | +4.3% |
| 3M | -1.1% | +5.9% | -7.0% | -1.4% |
| 6M | -13.8% | +11.6% | -25.4% | -14.3% |
| YTD | +2.6% | +19.8% | -17.2% | +1.7% |
| 1Y | +24.5% | +26.2% | -1.7% | +23.1% |
| 3Y | +125.8% | +68.5% | +57.4% | +120.4% |
| 5Y | +137.8% | +79.9% | +57.9% | +131.2% |
| 10Y | +221.4% | +229.7% | -8.3% | +204.7% |
| All | +816.6% | +647.7% | +168.8% | +677.6% |
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 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