+245.7%
GLDM vs VRSK
+75.4%
+170.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | +0.2% | -5.4% | +5.6% | +0.3% |
| 30D | +0.3% | -1.8% | +2.0% | +0.3% |
| 3M | +3.3% | -2.2% | +5.5% | +3.2% |
| 6M | -14.5% | -14.9% | +0.4% | -14.1% |
| YTD | +1.9% | -20.0% | +22.0% | +2.7% |
| 1Y | +21.1% | -33.1% | +54.2% | +23.2% |
| 3Y | +128.6% | -25.6% | +154.2% | +130.2% |
| 5Y | +143.8% | -10.1% | +153.9% | +140.9% |
| All | +245.7% | +75.4% | +170.3% | +239.0% |
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