+219.4%
GLDM vs VRSN
+130.3%
+89.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | +4.7% | +0.5% | +4.2% | +4.6% |
| 30D | -0.9% | +4.9% | -5.8% | -1.0% |
| 3M | -4.3% | +5.8% | -10.1% | -4.5% |
| 6M | -13.4% | +12.6% | -26.0% | -13.8% |
| YTD | -5.8% | +28.2% | -34.0% | -6.8% |
| 1Y | +2.1% | +30.4% | -28.4% | +0.8% |
| 3Y | +105.0% | +54.6% | +50.4% | +100.0% |
| 5Y | +122.5% | +35.1% | +87.4% | +117.4% |
| All | +219.4% | +130.3% | +89.1% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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