+107.0%
GLDM vs VIG
+64.4%
+42.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | +3.5% | -8.1% | -5.3% |
| 30D | -5.5% | +4.9% | -10.4% | -6.4% |
| 3M | -10.9% | +2.5% | -13.4% | -11.3% |
| 6M | -17.3% | +11.0% | -28.4% | -18.9% |
| YTD | -10.2% | +16.0% | -26.1% | -12.4% |
| 1Y | -6.9% | +17.5% | -24.5% | -9.4% |
| 3Y | +98.7% | +67.0% | +31.7% | +84.9% |
| All | +107.0% | +64.4% | +42.5% | +91.2% |
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