+827.8%
VOO vs GLD
+232.2%
+595.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.1% | +4.4% | -4.3% | -0.2% |
| 3M | +2.0% | -1.1% | +3.1% | +2.0% |
| 6M | +13.0% | -13.8% | +26.8% | +13.9% |
| YTD | +13.6% | +2.6% | +10.9% | +13.3% |
| 1Y | +20.1% | +24.5% | -4.4% | +18.6% |
| 3Y | +77.6% | +125.8% | -48.3% | +69.7% |
| 5Y | +82.4% | +137.8% | -55.4% | +73.3% |
| 10Y | +316.8% | +221.4% | +95.5% | +298.3% |
| All | +827.8% | +232.2% | +595.5% | +736.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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