+112.8%
GLDM vs VEU
+50.3%
+62.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | -2.0% | -0.5% | -1.4% | -1.8% |
| 30D | -4.4% | -1.0% | -3.4% | -4.1% |
| 3M | -8.8% | -3.6% | -5.2% | -7.4% |
| 6M | -15.9% | -1.2% | -14.7% | -15.4% |
| YTD | -7.7% | +12.0% | -19.7% | -10.9% |
| 1Y | -3.6% | +13.9% | -17.5% | -7.4% |
| 3Y | +105.2% | +71.3% | +34.0% | +76.2% |
| 5Y | +112.8% | +50.3% | +62.5% | +78.1% |
| All | +112.8% | +50.3% | +62.4% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling