+218.8%
GLD vs VUG
+410.4%
-191.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | -0.3% | +4.7% | +4.4% |
| 3M | -1.1% | -0.7% | -0.4% | -1.1% |
| 6M | -13.8% | +14.6% | -28.4% | -14.7% |
| YTD | +2.6% | +9.0% | -6.4% | +1.9% |
| 1Y | +24.5% | +14.9% | +9.6% | +23.2% |
| 3Y | +125.8% | +86.0% | +39.8% | +116.2% |
| 5Y | +137.8% | +76.7% | +61.1% | +126.6% |
| All | +218.8% | +410.4% | -191.6% | +200.7% |
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