+124.0%
GLDM vs VLTO
+54.1%
+69.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +1.9% | +12.0% | -10.1% | +1.9% |
| 30D | -1.7% | +20.8% | -22.5% | -1.8% |
| 3M | -3.5% | +20.1% | -23.7% | -3.6% |
| 6M | -10.1% | +32.6% | -42.7% | -10.2% |
| YTD | -5.0% | +17.3% | -22.4% | -5.4% |
| 1Y | +2.8% | +17.3% | -14.5% | +2.4% |
| 3Y | +105.1% | +66.9% | +38.2% | +109.1% |
| All | +124.0% | +54.1% | +69.9% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling