+216.8%
GLDM vs VMC
+141.2%
+75.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | +2.9% | +1.1% | +1.7% | +2.8% |
| 30D | -3.9% | +17.7% | -21.6% | -4.2% |
| 3M | -8.1% | +1.1% | -9.2% | -8.2% |
| 6M | -14.7% | +1.8% | -16.5% | -14.8% |
| YTD | -6.6% | +1.5% | -8.1% | -6.6% |
| 1Y | -2.1% | -1.1% | -0.9% | -2.1% |
| 3Y | +107.7% | +38.8% | +68.9% | +107.7% |
| 5Y | +116.5% | +49.6% | +66.9% | +116.6% |
| All | +216.8% | +141.2% | +75.6% | +223.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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