+216.8%
GLDM vs VIG
+184.5%
+32.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | -3.9% | +4.5% | -8.4% | -4.4% |
| 3M | -8.1% | +2.1% | -10.2% | -8.4% |
| 6M | -14.7% | +10.5% | -25.2% | -15.5% |
| YTD | -6.6% | +15.1% | -21.7% | -7.8% |
| 1Y | -2.1% | +16.9% | -18.9% | -3.5% |
| 3Y | +107.7% | +65.6% | +42.1% | +99.4% |
| 5Y | +116.5% | +64.4% | +52.1% | +107.3% |
| All | +216.8% | +184.5% | +32.3% | +193.2% |
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