+820.3%
GLD vs VWO
+328.1%
+492.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | +1.1% | -1.6% | -0.7% |
| 30D | +4.4% | +2.4% | +2.0% | +4.1% |
| 3M | -1.1% | +2.0% | -3.1% | -1.3% |
| 6M | -13.8% | +10.7% | -24.5% | -14.9% |
| YTD | +2.6% | +14.4% | -11.8% | +0.9% |
| 1Y | +24.5% | +22.7% | +1.8% | +21.4% |
| 3Y | +125.8% | +64.2% | +61.6% | +112.4% |
| 5Y | +137.8% | +35.8% | +102.0% | +127.6% |
| 10Y | +221.4% | +114.7% | +106.7% | +189.6% |
| All | +820.3% | +328.1% | +492.2% | +575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling