+206.1%
GLD vs VWO
+111.9%
+94.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -4.6% | +2.0% | -6.6% | -5.0% |
| 30D | -5.5% | -4.3% | -1.2% | -4.6% |
| 3M | -10.9% | -6.4% | -4.5% | -9.6% |
| 6M | -17.4% | -5.6% | -11.8% | -16.4% |
| YTD | -10.3% | +5.2% | -15.5% | -10.9% |
| 1Y | -7.2% | +5.2% | -12.3% | -7.8% |
| 3Y | +96.9% | +55.5% | +41.4% | +84.2% |
| 5Y | +103.8% | +25.6% | +78.2% | +93.9% |
| All | +206.1% | +111.9% | +94.2% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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