+204.3%
GLDM vs VIG
+186.6%
+17.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | +3.1% | -8.6% | -5.8% |
| 30D | -7.0% | +5.0% | -12.0% | -7.5% |
| 3M | -12.3% | +2.7% | -15.0% | -12.6% |
| 6M | -17.9% | +11.0% | -28.9% | -18.8% |
| YTD | -10.3% | +16.0% | -26.2% | -11.5% |
| 1Y | -7.8% | +16.3% | -24.0% | -9.1% |
| 3Y | +99.5% | +66.8% | +32.7% | +91.4% |
| 5Y | +106.5% | +64.8% | +41.7% | +97.6% |
| All | +204.3% | +186.6% | +17.6% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling