+121.8%
GLDM vs VSH
+24.4%
+97.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.1% |
| 7D | +4.7% | -12.9% | +17.6% | +5.3% |
| 30D | -0.9% | -36.9% | +36.0% | +1.2% |
| 3M | -4.3% | -28.8% | +24.4% | -3.0% |
| 6M | -13.4% | -30.3% | +16.9% | -12.2% |
| YTD | -5.8% | +62.4% | -68.2% | -7.6% |
| 1Y | +2.1% | +62.5% | -60.5% | +0.1% |
| 3Y | +105.0% | +7.4% | +97.6% | +103.3% |
| All | +121.8% | +24.4% | +97.4% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling