+212.2%
GLD vs VXUS
+179.6%
+32.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.5% | +1.0% | -1.5% | -0.7% |
| 30D | +4.4% | +2.2% | +2.2% | +4.0% |
| 3M | -1.1% | +3.0% | -4.1% | -1.6% |
| 6M | -13.8% | +10.7% | -24.4% | -15.3% |
| YTD | +2.6% | +17.8% | -15.2% | 0.0% |
| 1Y | +24.5% | +27.6% | -3.1% | +19.9% |
| 3Y | +125.8% | +73.3% | +52.5% | +108.4% |
| 5Y | +137.8% | +54.3% | +83.5% | +120.8% |
| 10Y | +221.4% | +149.8% | +71.6% | +183.0% |
| All | +212.2% | +179.6% | +32.6% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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