+119.6%
GLDM vs VSXY
+99.7%
+19.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.0% |
| 30D | -4.4% | +24.0% | -28.4% | -4.5% |
| 3M | -8.8% | +16.7% | -25.5% | -8.9% |
| 6M | -15.9% | +138.6% | -154.5% | -16.1% |
| YTD | -7.7% | +102.8% | -110.5% | -8.0% |
| 1Y | -3.6% | +214.2% | -217.8% | -3.9% |
| 3Y | +105.2% | +461.4% | -356.1% | +104.7% |
| 5Y | +112.8% | +118.3% | -5.5% | +109.6% |
| All | +119.6% | +99.7% | +19.9% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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