+204.3%
GLDM vs VRSK
+103.8%
+100.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | -5.5% | -2.4% | -3.1% | -5.5% |
| 30D | -7.0% | +16.8% | -23.8% | -7.2% |
| 3M | -12.3% | +14.7% | -27.0% | -12.5% |
| 6M | -17.9% | +24.7% | -42.6% | -18.4% |
| YTD | -10.3% | -7.0% | -3.2% | -9.9% |
| 1Y | -7.8% | -2.1% | -5.6% | -7.6% |
| 3Y | +99.5% | -11.4% | +110.8% | +100.0% |
| 5Y | +106.5% | -1.2% | +107.7% | +104.3% |
| All | +204.3% | +103.8% | +100.4% | +197.6% |
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