+117.5%
GLDM vs VT
+57.9%
+59.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -3.5% | -1.6% | -1.9% | -3.0% |
| 30D | -5.5% | -2.5% | -3.0% | -4.8% |
| 3M | -3.3% | -1.3% | -2.0% | -2.8% |
| 6M | -15.0% | +3.1% | -18.1% | -15.5% |
| YTD | -9.2% | +10.9% | -20.1% | -11.1% |
| 1Y | -2.3% | +12.1% | -14.4% | -4.5% |
| 3Y | +96.2% | +73.9% | +22.3% | +77.8% |
| All | +117.5% | +57.9% | +59.7% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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