+225.3%
GLDM vs VNQ
+65.3%
+160.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.7% |
| 7D | +5.0% | +2.4% | +2.6% | +4.7% |
| 30D | -1.3% | +7.3% | -8.6% | -2.1% |
| 3M | -4.7% | -0.3% | -4.4% | -4.7% |
| 6M | -12.4% | +2.5% | -14.9% | -12.7% |
| YTD | -4.1% | +13.1% | -17.1% | -5.3% |
| 1Y | +3.3% | +11.9% | -8.6% | +2.1% |
| 3Y | +110.9% | +46.2% | +64.8% | +103.3% |
| 5Y | +124.8% | +7.4% | +117.4% | +120.5% |
| All | +225.3% | +65.3% | +160.0% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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