+103.4%
GLD vs VWO
+25.9%
+77.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -5.5% | +4.0% | -9.5% | -6.9% |
| 30D | -7.0% | -5.4% | -1.6% | -5.1% |
| 3M | -12.4% | -6.4% | -5.9% | -10.2% |
| 6M | -18.0% | -4.7% | -13.3% | -16.5% |
| YTD | -10.5% | +5.3% | -15.7% | -11.4% |
| 1Y | -8.1% | +4.3% | -12.4% | -8.9% |
| 3Y | +97.7% | +55.9% | +41.8% | +77.3% |
| 5Y | +103.4% | +25.7% | +77.7% | +79.8% |
| All | +103.4% | +25.9% | +77.5% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling