+216.8%
GLDM vs VRSK
+101.5%
+115.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -2.7% |
| 7D | +2.9% | +3.6% | -0.7% | +2.8% |
| 30D | -3.9% | +14.9% | -18.8% | -4.1% |
| 3M | -8.1% | +12.9% | -21.0% | -8.3% |
| 6M | -14.7% | +19.3% | -34.0% | -15.1% |
| YTD | -6.6% | -8.1% | +1.5% | -6.1% |
| 1Y | -2.1% | -3.2% | +1.2% | -1.9% |
| 3Y | +107.7% | -12.3% | +120.0% | +108.3% |
| 5Y | +116.5% | -1.2% | +117.6% | +114.1% |
| All | +216.8% | +101.5% | +115.2% | +209.9% |
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