+124.3%
GLDM vs VO
+33.1%
+91.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.5% |
| 7D | +1.9% | -3.3% | +5.2% | +2.5% |
| 30D | -1.7% | -1.8% | +0.2% | -1.4% |
| 3M | -3.5% | -3.4% | -0.2% | -2.9% |
| 6M | -10.1% | +3.0% | -13.1% | -10.4% |
| YTD | -5.0% | +10.7% | -15.8% | -6.3% |
| 1Y | +2.8% | +11.8% | -9.0% | +1.3% |
| 3Y | +105.1% | +60.4% | +44.7% | +94.0% |
| 5Y | +124.3% | +33.6% | +90.7% | +110.5% |
| All | +124.3% | +33.1% | +91.2% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling