+887.6%
GOLD vs VT
+260.2%
+627.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | 0.0% | +11.2% | +11.2% |
| 7D | +1.3% | +0.4% | +0.8% | +1.0% |
| 30D | +6.5% | +1.0% | +5.5% | +5.9% |
| 3M | +12.6% | +2.4% | +10.2% | +11.2% |
| 6M | -17.2% | +12.0% | -29.2% | -22.0% |
| YTD | +36.6% | +15.3% | +21.3% | +27.2% |
| 1Y | +96.4% | +22.6% | +73.8% | +77.5% |
| 3Y | +35.7% | +74.7% | -39.0% | +4.0% |
| 5Y | +126.8% | +66.1% | +60.7% | +74.4% |
| 10Y | +637.3% | +225.0% | +412.3% | +419.9% |
| All | +887.6% | +260.2% | +627.4% | +546.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling