+816.6%
GLD vs VUG
+1,222.4%
-405.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.5% |
| YTD | +2.6% | +9.0% | -6.4% | +2.0% |
| 1Y | +24.5% | +14.9% | +9.6% | +23.4% |
| 3Y | +125.8% | +86.0% | +39.8% | +117.2% |
| 5Y | +137.8% | +76.7% | +61.1% | +128.2% |
| 10Y | +221.4% | +411.3% | -189.9% | +191.6% |
| All | +816.6% | +1,222.4% | -405.8% | +641.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling