+222.0%
GLDM vs VFC
-66.2%
+288.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.8% | +0.9% |
| 7D | +1.9% | +10.9% | -9.0% | +1.7% |
| 30D | -1.7% | +40.6% | -42.3% | -2.2% |
| 3M | -3.5% | +34.4% | -38.0% | -4.0% |
| 6M | -10.1% | +12.3% | -22.4% | -10.3% |
| YTD | -5.0% | +14.4% | -19.4% | -5.3% |
| 1Y | +2.8% | +40.6% | -37.8% | +2.4% |
| 3Y | +105.1% | +40.1% | +65.0% | +104.0% |
| 5Y | +124.3% | -67.6% | +191.9% | +119.7% |
| All | +222.0% | -66.2% | +288.1% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling