+219.4%
GLDM vs VIG
+177.0%
+42.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | -1.8% | +6.4% | +4.9% |
| 30D | -0.9% | +2.7% | -3.5% | -1.1% |
| 3M | -4.3% | 0.0% | -4.3% | -4.3% |
| 6M | -13.4% | +6.8% | -20.2% | -13.9% |
| YTD | -5.8% | +12.1% | -17.9% | -6.8% |
| 1Y | +2.1% | +14.8% | -12.8% | +0.8% |
| 3Y | +105.0% | +62.4% | +42.6% | +97.4% |
| 5Y | +122.5% | +59.6% | +62.9% | +113.7% |
| All | +219.4% | +177.0% | +42.4% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling