+2.1%
GLDM vs VSH
+58.3%
-56.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.2% |
| 7D | +4.7% | -12.9% | +17.6% | +5.6% |
| 30D | -0.9% | -36.9% | +36.0% | +2.7% |
| 3M | -4.3% | -28.8% | +24.4% | -2.1% |
| 6M | -13.4% | -30.3% | +16.9% | -11.9% |
| YTD | -5.8% | +62.4% | -68.2% | -13.7% |
| 1Y | +2.1% | +62.5% | -60.5% | -6.6% |
| All | +2.1% | +58.3% | -56.2% | -6.6% |
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