+213.0%
GLDM vs VRSK
+103.5%
+109.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.2% |
| 7D | -2.0% | +4.1% | -6.1% | -2.0% |
| 30D | -4.4% | +16.1% | -20.5% | -4.7% |
| 3M | -8.8% | +14.1% | -23.0% | -9.1% |
| 6M | -15.9% | +22.9% | -38.7% | -16.4% |
| YTD | -7.7% | -7.2% | -0.5% | -7.2% |
| 1Y | -3.6% | -3.4% | -0.2% | -3.4% |
| 3Y | +105.2% | -11.5% | +116.7% | +105.8% |
| 5Y | +112.8% | +0.2% | +112.6% | +110.3% |
| All | +213.0% | +103.5% | +109.6% | +206.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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