+788.1%
VOO vs GLD
+204.2%
+583.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.4% |
| 7D | -2.7% | +4.7% | -7.4% | -3.0% |
| 30D | -5.4% | -0.9% | -4.5% | -5.3% |
| 3M | -4.1% | -4.4% | +0.3% | -3.8% |
| 6M | +0.7% | -13.6% | +14.3% | +1.6% |
| YTD | +8.7% | -6.0% | +14.7% | +9.1% |
| 1Y | +11.0% | +1.8% | +9.2% | +10.9% |
| 3Y | +75.5% | +103.2% | -27.7% | +68.8% |
| 5Y | +68.4% | +119.3% | -51.0% | +60.9% |
| 10Y | +315.7% | +199.5% | +116.2% | +299.5% |
| All | +788.1% | +204.2% | +583.8% | +705.1% |
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