-56.2%
GLDG vs VT
+217.6%
-273.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | +8.3% | -0.1% | +8.5% | +8.4% |
| 30D | -12.4% | -3.1% | -9.3% | -10.2% |
| 3M | -24.3% | -3.5% | -20.8% | -22.0% |
| 6M | -35.0% | +0.5% | -35.5% | -34.5% |
| YTD | -37.6% | +10.8% | -48.4% | -40.8% |
| 1Y | -43.9% | +11.9% | -55.8% | -47.1% |
| 3Y | -1.3% | +73.0% | -74.2% | -31.2% |
| 5Y | -46.6% | +58.6% | -105.2% | -61.1% |
| 10Y | -56.2% | +219.2% | -275.4% | -78.3% |
| All | -56.2% | +217.6% | -273.8% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling