+222.0%
GLDM vs VO
+128.5%
+93.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.2% |
| 7D | +1.9% | -3.3% | +5.2% | +2.3% |
| 30D | -1.7% | -1.8% | +0.2% | -1.5% |
| 3M | -3.5% | -3.4% | -0.2% | -3.2% |
| 6M | -10.1% | +3.0% | -13.1% | -10.3% |
| YTD | -5.0% | +10.7% | -15.8% | -5.9% |
| 1Y | +2.8% | +11.8% | -9.0% | +1.8% |
| 3Y | +105.1% | +60.4% | +44.7% | +97.4% |
| 5Y | +124.3% | +33.6% | +90.7% | +117.2% |
| All | +222.0% | +128.5% | +93.5% | +200.0% |
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