+205.0%
GLD vs VUG
+391.5%
-186.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +4.7% | -3.4% | +8.1% | +5.0% |
| 30D | -0.9% | -11.1% | +10.2% | +0.2% |
| 3M | -4.4% | -7.2% | +2.8% | -3.7% |
| 6M | -13.6% | -4.1% | -9.4% | -13.2% |
| YTD | -6.0% | +1.4% | -7.4% | -6.1% |
| 1Y | +1.8% | +1.9% | -0.1% | +1.7% |
| 3Y | +103.2% | +77.7% | +25.4% | +95.5% |
| 5Y | +119.3% | +57.6% | +61.7% | +110.9% |
| All | +205.0% | +391.5% | -186.5% | +180.3% |
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