+142.5%
GLDM vs VTRS
+40.7%
+101.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | +0.7% | -0.1% | +0.9% | +0.8% |
| 30D | +0.3% | +1.9% | -1.5% | +0.3% |
| 3M | +0.7% | +5.1% | -4.3% | +0.5% |
| 6M | -15.4% | +20.1% | -35.5% | -15.9% |
| YTD | +1.0% | +36.6% | -35.6% | +0.3% |
| 1Y | +19.7% | +64.1% | -44.4% | +18.5% |
| 3Y | +126.5% | +86.4% | +40.1% | +124.6% |
| 5Y | +142.5% | +40.9% | +101.6% | +136.6% |
| All | +142.5% | +40.7% | +101.8% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling