-47.2%
GLDG vs VT
+352.0%
-399.2%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +2.8% |
| 7D | 0.0% | -4.2% | +4.2% | +2.9% |
| 30D | -16.7% | -5.8% | -10.9% | -13.2% |
| 3M | -20.2% | -5.2% | -15.0% | -17.1% |
| 6M | -34.8% | +0.1% | -34.9% | -34.2% |
| YTD | -40.0% | +8.2% | -48.2% | -41.8% |
| 1Y | -40.0% | +10.1% | -50.1% | -42.3% |
| 3Y | -5.1% | +69.7% | -74.7% | -30.1% |
| 5Y | -46.0% | +53.4% | -99.4% | -58.3% |
| 10Y | -60.1% | +219.2% | -279.3% | -78.0% |
| All | -47.2% | +352.0% | -399.2% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling