+110.9%
GLDM vs VIG
+66.1%
+44.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.6% | +1.1% |
| 7D | +5.0% | +0.4% | +4.6% | +4.8% |
| 30D | -1.3% | +4.3% | -5.6% | -2.6% |
| 3M | -4.7% | +2.0% | -6.7% | -5.4% |
| 6M | -12.4% | +10.2% | -22.6% | -14.7% |
| YTD | -4.1% | +14.8% | -18.8% | -7.4% |
| 1Y | +3.3% | +17.5% | -14.1% | -0.6% |
| 3Y | +110.9% | +67.4% | +43.5% | +87.0% |
| All | +110.9% | +66.1% | +44.9% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling