+121.8%
GLDM vs VFC
-67.4%
+189.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +4.7% | +11.2% | -6.5% | +4.4% |
| 30D | -0.9% | +41.5% | -42.4% | -1.8% |
| 3M | -4.3% | +38.9% | -43.2% | -5.2% |
| 6M | -13.4% | +6.1% | -19.5% | -13.7% |
| YTD | -5.8% | +14.5% | -20.4% | -6.3% |
| 1Y | +2.1% | +46.0% | -43.9% | +1.2% |
| 3Y | +105.0% | +36.4% | +68.6% | +102.0% |
| All | +121.8% | -67.4% | +189.2% | +117.2% |
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