+213.1%
GLD vs VWO
+115.6%
+97.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -3.4% | -1.7% | -1.7% | -3.0% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +5.8% | +4.0% | +1.8% | +5.0% |
| 6M | -17.1% | +8.1% | -25.2% | -18.3% |
| YTD | 0.0% | +11.6% | -11.6% | -1.9% |
| 1Y | +18.2% | +16.2% | +2.0% | +15.2% |
| 3Y | +122.6% | +63.3% | +59.3% | +105.8% |
| 5Y | +137.1% | +33.4% | +103.7% | +122.8% |
| All | +213.1% | +115.6% | +97.5% | +172.0% |
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