+142.5%
GLDM vs VLTO
+27.2%
+115.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | -0.9% | +5.3% | +4.4% |
| 3M | -1.1% | +13.8% | -14.9% | -1.2% |
| 6M | -13.7% | +2.0% | -15.7% | -13.7% |
| YTD | +2.8% | -3.2% | +6.0% | +2.5% |
| 1Y | +24.8% | -9.2% | +34.0% | +24.7% |
| All | +142.5% | +27.2% | +115.3% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling