+74.1%
GLDM vs VIK
+236.8%
-162.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.7% | -2.7% |
| 7D | +2.9% | +2.6% | +0.3% | +2.7% |
| 30D | -3.9% | +7.9% | -11.8% | -4.3% |
| 3M | -8.1% | -15.2% | +7.0% | -7.5% |
| 6M | -14.7% | +6.5% | -21.2% | -15.2% |
| YTD | -6.6% | +23.3% | -29.9% | -7.8% |
| 1Y | -2.1% | +47.7% | -49.7% | -3.6% |
| All | +74.1% | +236.8% | -162.7% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling