+128.3%
GLDM vs VSXY
+106.4%
+21.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.8% |
| 7D | +5.0% | +15.2% | -10.2% | +4.9% |
| 30D | -1.3% | +37.0% | -38.3% | -1.4% |
| 3M | -4.7% | +15.2% | -19.9% | -4.7% |
| 6M | -12.4% | +136.3% | -148.7% | -12.7% |
| YTD | -4.1% | +109.6% | -113.6% | -4.3% |
| 1Y | +3.3% | +223.7% | -220.4% | +3.0% |
| 3Y | +110.9% | +516.3% | -405.3% | +110.3% |
| 5Y | +124.8% | +125.1% | -0.4% | +121.4% |
| All | +128.3% | +106.4% | +21.9% | +126.8% |
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