+248.5%
GLDM vs VMC
+120.1%
+128.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -0.5% | -4.3% | +3.8% | -0.5% |
| 30D | +4.4% | -8.2% | +12.7% | +4.6% |
| 3M | -1.1% | -7.0% | +6.0% | -0.9% |
| 6M | -13.7% | -10.8% | -2.9% | -13.6% |
| YTD | +2.8% | -7.4% | +10.2% | +2.9% |
| 1Y | +24.8% | -9.5% | +34.3% | +25.1% |
| 3Y | +127.8% | +20.5% | +107.3% | +128.3% |
| 5Y | +141.1% | +51.6% | +89.6% | +142.1% |
| All | +248.5% | +120.1% | +128.4% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling