+144.5%
GLDM vs VSXY
+37.4%
+107.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | -0.5% | -14.0% | +13.5% | -0.5% |
| 30D | +4.4% | -15.9% | +20.3% | +4.5% |
| 3M | -1.1% | +3.4% | -4.5% | -1.1% |
| 6M | -13.7% | +25.9% | -39.6% | -13.8% |
| YTD | +2.8% | +39.5% | -36.7% | +2.6% |
| 1Y | +24.8% | +194.4% | -169.5% | +24.7% |
| 3Y | +127.8% | +281.4% | -153.6% | +127.3% |
| 5Y | +141.1% | +12.8% | +128.4% | +136.1% |
| All | +144.5% | +37.4% | +107.1% | +143.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling