+113.8%
GLDM vs VSXY
+93.0%
+20.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | +0.1% |
| 7D | -4.6% | -1.7% | -2.9% | -4.6% |
| 30D | -5.5% | +20.1% | -25.6% | -5.5% |
| 3M | -10.9% | +16.6% | -27.5% | -10.9% |
| 6M | -17.3% | +134.9% | -152.3% | -17.6% |
| YTD | -10.2% | +96.0% | -106.1% | -10.4% |
| 1Y | -6.9% | +203.8% | -210.7% | -7.2% |
| 3Y | +98.7% | +465.3% | -366.7% | +98.1% |
| 5Y | +106.7% | +106.3% | +0.4% | +103.6% |
| All | +113.8% | +93.0% | +20.7% | +112.4% |
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