+222.0%
GLDM vs VSH
+7.4%
+214.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.8% | +15.6% | +1.4% |
| 7D | +1.9% | -25.2% | +27.1% | +3.0% |
| 30D | -1.7% | -41.8% | +40.1% | +0.3% |
| 3M | -3.5% | -33.4% | +29.9% | -2.2% |
| 6M | -10.1% | -31.0% | +21.0% | -9.0% |
| YTD | -5.0% | +53.6% | -58.6% | -6.4% |
| 1Y | +2.8% | +46.3% | -43.5% | +1.4% |
| 3Y | +105.1% | -1.0% | +106.1% | +103.6% |
| 5Y | +124.3% | +18.6% | +105.7% | +121.2% |
| All | +222.0% | +7.4% | +214.6% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling