+121.8%
GLDM vs VSXY
+110.3%
+11.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | +4.7% | +11.8% | -7.2% | +4.6% |
| 30D | -0.9% | +25.9% | -26.8% | -1.0% |
| 3M | -4.3% | +15.5% | -19.8% | -4.4% |
| 6M | -13.4% | +109.7% | -123.1% | -13.9% |
| YTD | -5.8% | +99.5% | -105.3% | -6.4% |
| 1Y | +2.1% | +197.5% | -195.4% | +1.3% |
| 3Y | +105.0% | +453.3% | -348.2% | +102.4% |
| All | +121.8% | +110.3% | +11.5% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling