+219.4%
GLDM vs VSH
+13.5%
+205.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.0% |
| 7D | +4.7% | -12.9% | +17.6% | +5.2% |
| 30D | -0.9% | -36.9% | +36.0% | +0.8% |
| 3M | -4.3% | -28.8% | +24.4% | -3.2% |
| 6M | -13.4% | -30.3% | +16.9% | -12.4% |
| YTD | -5.8% | +62.4% | -68.2% | -7.4% |
| 1Y | +2.1% | +62.5% | -60.5% | +0.3% |
| 3Y | +105.0% | +7.4% | +97.6% | +102.9% |
| 5Y | +122.5% | +25.4% | +97.1% | +118.9% |
| All | +219.4% | +13.5% | +205.9% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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