+222.0%
GLDM vs VIG
+178.1%
+43.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.2% | +1.2% |
| 7D | +1.9% | -2.0% | +3.9% | +2.1% |
| 30D | -1.7% | +2.7% | -4.4% | -2.0% |
| 3M | -3.5% | +0.3% | -3.9% | -3.6% |
| 6M | -10.1% | +7.6% | -17.7% | -10.7% |
| YTD | -5.0% | +12.5% | -17.5% | -6.1% |
| 1Y | +2.8% | +14.8% | -12.0% | +1.5% |
| 3Y | +105.1% | +63.2% | +41.9% | +97.4% |
| 5Y | +124.3% | +60.2% | +64.1% | +115.3% |
| All | +222.0% | +178.1% | +43.9% | +198.8% |
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