+248.5%
GLDM vs VTEB
+18.5%
+230.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -0.8% | +0.2% | 0.0% |
| 30D | +4.4% | -1.3% | +5.7% | +5.4% |
| 3M | -1.1% | -2.1% | +1.1% | +0.4% |
| 6M | -13.7% | -1.7% | -12.0% | -12.6% |
| YTD | +2.8% | -0.6% | +3.3% | +3.3% |
| 1Y | +24.8% | +3.1% | +21.8% | +22.7% |
| 3Y | +127.8% | +9.2% | +118.6% | +115.9% |
| 5Y | +141.1% | +2.2% | +139.0% | +136.2% |
| All | +248.5% | +18.5% | +230.0% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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