+145.9%
GLDM vs VIG
+63.1%
+82.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +4.4% | -1.0% | +5.4% | +4.6% |
| 3M | -1.1% | +2.8% | -3.8% | -1.5% |
| 6M | -13.7% | +8.2% | -21.9% | -14.8% |
| YTD | +2.8% | +11.0% | -8.3% | +1.2% |
| 1Y | +24.8% | +16.1% | +8.7% | +22.3% |
| 3Y | +127.8% | +56.2% | +71.7% | +115.3% |
| All | +145.9% | +63.1% | +82.8% | +130.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling