+216.8%
GLDM vs VTRS
-31.4%
+248.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.7% |
| 7D | +2.9% | +10.2% | -7.3% | +2.7% |
| 30D | -3.9% | +18.2% | -22.1% | -4.1% |
| 3M | -8.1% | +29.0% | -37.2% | -8.4% |
| 6M | -14.7% | +23.2% | -37.9% | -15.0% |
| YTD | -6.6% | +71.4% | -78.0% | -7.0% |
| 1Y | -2.1% | +112.3% | -114.3% | -2.6% |
| 3Y | +107.7% | +157.1% | -49.4% | +107.0% |
| 5Y | +116.5% | +77.0% | +39.5% | +115.2% |
| All | +216.8% | -31.4% | +248.2% | +216.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling