+213.3%
GLD vs VUG
+408.5%
-195.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +0.7% | +0.9% | -0.1% | +0.7% |
| 30D | +0.3% | -1.4% | +1.7% | +0.4% |
| 3M | +0.6% | +2.3% | -1.7% | +0.4% |
| 6M | -15.6% | +15.7% | -31.3% | -16.5% |
| YTD | +0.9% | +8.6% | -7.8% | +0.2% |
| 1Y | +19.4% | +14.1% | +5.3% | +18.2% |
| 3Y | +124.5% | +87.9% | +36.6% | +114.8% |
| 5Y | +138.9% | +76.3% | +62.6% | +127.7% |
| 10Y | +213.3% | +409.7% | -196.4% | +195.6% |
| All | +213.3% | +408.5% | -195.2% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VUG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling