+213.0%
GLDM vs VMC
+138.8%
+74.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | -2.0% | -4.3% | +2.3% | -1.9% |
| 30D | -4.4% | +16.2% | -20.7% | -4.7% |
| 3M | -8.8% | -0.8% | -8.0% | -8.9% |
| 6M | -15.9% | +1.2% | -17.0% | -15.9% |
| YTD | -7.7% | +0.5% | -8.1% | -7.7% |
| 1Y | -3.6% | -2.9% | -0.7% | -3.6% |
| 3Y | +105.2% | +37.3% | +67.9% | +105.3% |
| 5Y | +112.8% | +48.8% | +64.0% | +112.9% |
| All | +213.0% | +138.8% | +74.3% | +219.6% |
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