+107.0%
GLDM vs VFC
-68.3%
+175.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | 0.0% |
| 7D | -4.6% | +1.6% | -6.2% | -4.7% |
| 30D | -5.5% | +25.5% | -30.9% | -6.0% |
| 3M | -10.9% | +41.3% | -52.1% | -11.7% |
| 6M | -17.3% | +22.2% | -39.5% | -17.9% |
| YTD | -10.2% | +16.4% | -26.6% | -10.7% |
| 1Y | -6.9% | +38.4% | -45.4% | -7.7% |
| 3Y | +98.7% | +56.2% | +42.4% | +95.2% |
| All | +107.0% | -68.3% | +175.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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