+104.1%
GLD vs VUG
+62.0%
+42.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -4.6% | +2.5% | -7.1% | -4.9% |
| 30D | -5.5% | -6.3% | +0.8% | -4.7% |
| 3M | -10.9% | -6.0% | -4.9% | -10.3% |
| 6M | -17.4% | -3.5% | -13.9% | -17.1% |
| YTD | -10.3% | +3.9% | -14.2% | -10.6% |
| 1Y | -7.2% | +5.1% | -12.3% | -7.6% |
| 3Y | +96.9% | +77.9% | +19.0% | +88.9% |
| All | +104.1% | +62.0% | +42.0% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling