+124.8%
GLDM vs VRSK
-3.3%
+128.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.8% | +1.8% |
| 7D | +5.0% | -0.4% | +5.4% | +5.0% |
| 30D | -1.3% | +12.9% | -14.2% | -1.0% |
| 3M | -4.7% | +4.9% | -9.6% | -4.6% |
| 6M | -12.4% | +17.3% | -29.7% | -12.2% |
| YTD | -4.1% | -9.6% | +5.6% | -3.4% |
| 1Y | +3.3% | -5.6% | +9.0% | +3.8% |
| 3Y | +110.9% | -12.9% | +123.9% | +111.3% |
| 5Y | +124.8% | -3.9% | +128.7% | +122.9% |
| All | +124.8% | -3.3% | +128.1% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling