+248.5%
GLDM vs VFC
-77.8%
+326.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.4% | -11.6% | +16.0% | +4.6% |
| 3M | -1.1% | -18.1% | +17.0% | -0.8% |
| 6M | -13.7% | -27.4% | +13.7% | -13.4% |
| YTD | +2.8% | -24.8% | +27.6% | +3.1% |
| 1Y | +24.8% | -8.2% | +33.1% | +25.1% |
| 3Y | +127.8% | -29.1% | +156.9% | +127.9% |
| 5Y | +141.1% | -79.2% | +220.3% | +137.7% |
| All | +248.5% | -77.8% | +326.2% | +237.8% |
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