-7.8%
GLDM vs VSH
+97.1%
-104.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.8% | -2.4% |
| 7D | -5.5% | +26.2% | -31.7% | -7.3% |
| 30D | -7.0% | -12.5% | +5.5% | -6.2% |
| 3M | -12.3% | -16.9% | +4.6% | -11.4% |
| 6M | -17.9% | -17.0% | -1.0% | -17.8% |
| YTD | -10.3% | +93.8% | -104.1% | -19.1% |
| 1Y | -7.8% | +99.3% | -107.1% | -17.2% |
| All | -7.8% | +97.1% | -104.9% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling