+242.5%
GLDM vs VCLT
+18.4%
+224.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +0.3% | -0.6% | +0.9% | +0.5% |
| 3M | +0.7% | -2.2% | +2.9% | +1.4% |
| 6M | -15.4% | -2.9% | -12.5% | -14.6% |
| YTD | +1.0% | -2.1% | +3.1% | +1.7% |
| 1Y | +19.7% | -2.6% | +22.3% | +20.7% |
| 3Y | +126.5% | +12.5% | +114.0% | +117.8% |
| 5Y | +142.5% | -15.3% | +157.8% | +151.7% |
| All | +242.5% | +18.4% | +224.1% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling