+18.2%
GLD vs VWO
+16.1%
+2.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.5% |
| 7D | -3.4% | -1.7% | -1.7% | -2.1% |
| 30D | -1.1% | -0.3% | -0.8% | -0.9% |
| 3M | +5.8% | +4.0% | +1.8% | +2.4% |
| 6M | -17.1% | +8.1% | -25.2% | -21.9% |
| YTD | 0.0% | +11.6% | -11.6% | -6.7% |
| 1Y | +18.2% | +16.2% | +2.0% | +8.6% |
| All | +18.2% | +16.1% | +2.1% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling