+219.4%
GLDM vs VTEB
+20.0%
+199.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +4.7% | +1.0% | +3.6% | +3.9% |
| 30D | -0.9% | +4.9% | -5.8% | -4.1% |
| 3M | -4.3% | 0.0% | -4.3% | -4.3% |
| 6M | -13.4% | -0.3% | -13.1% | -13.2% |
| YTD | -5.8% | +0.7% | -6.6% | -6.2% |
| 1Y | +2.1% | +1.1% | +0.9% | +1.4% |
| 3Y | +105.0% | +12.7% | +92.3% | +90.5% |
| 5Y | +122.5% | +3.9% | +118.6% | +115.6% |
| All | +219.4% | +20.0% | +199.4% | +178.0% |
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