+248.5%
GLDM vs VO
+135.7%
+112.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.5% | -0.3% | -0.3% | -0.5% |
| 30D | +4.4% | -0.3% | +4.7% | +4.4% |
| 3M | -1.1% | +2.9% | -4.0% | -1.4% |
| 6M | -13.7% | +9.3% | -23.0% | -14.4% |
| YTD | +2.8% | +14.2% | -11.4% | +1.5% |
| 1Y | +24.8% | +15.3% | +9.6% | +23.2% |
| 3Y | +127.8% | +56.2% | +71.6% | +119.2% |
| 5Y | +141.1% | +42.4% | +98.7% | +132.2% |
| All | +248.5% | +135.7% | +112.8% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling