-10.1%
GLDM vs VLTO
+34.3%
-44.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.7% |
| 7D | -0.3% | +13.8% | -14.1% | +0.7% |
| 30D | -1.9% | +21.2% | -23.0% | -1.1% |
| 3M | -0.4% | +21.5% | -21.9% | +0.4% |
| 6M | -10.1% | +33.0% | -43.1% | -9.1% |
| All | -10.1% | +34.3% | -44.4% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling