+211.8%
GLD vs VUG
+405.4%
-193.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -2.0% | -1.1% | -0.9% | -1.9% |
| 30D | -4.4% | -7.0% | +2.6% | -3.8% |
| 3M | -8.9% | -3.7% | -5.2% | -8.6% |
| 6M | -16.0% | -1.6% | -14.4% | -15.8% |
| YTD | -7.9% | +5.1% | -13.0% | -8.2% |
| 1Y | -3.9% | +3.8% | -7.6% | -4.2% |
| 3Y | +103.4% | +79.9% | +23.6% | +95.4% |
| 5Y | +109.7% | +66.4% | +43.3% | +100.8% |
| 10Y | +211.8% | +405.3% | -193.4% | +193.1% |
| All | +211.8% | +405.4% | -193.5% | +193.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling