+204.3%
GLDM vs VTRS
-32.0%
+236.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.8% |
| 7D | -5.5% | +9.0% | -14.5% | -5.6% |
| 30D | -7.0% | +19.8% | -26.8% | -7.2% |
| 3M | -12.3% | +29.3% | -41.6% | -12.6% |
| 6M | -17.9% | +22.2% | -40.1% | -18.2% |
| YTD | -10.3% | +69.9% | -80.2% | -10.7% |
| 1Y | -7.8% | +94.4% | -102.2% | -8.2% |
| 3Y | +99.5% | +154.8% | -55.4% | +98.9% |
| 5Y | +106.5% | +80.8% | +25.7% | +105.3% |
| All | +204.3% | -32.0% | +236.3% | +204.0% |
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