+219.4%
GLDM vs VTRS
-34.5%
+253.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -0.9% |
| 7D | +4.7% | +4.6% | +0.1% | +4.6% |
| 30D | -0.9% | +13.8% | -14.7% | -1.0% |
| 3M | -4.3% | +23.1% | -27.4% | -4.6% |
| 6M | -13.4% | +26.7% | -40.1% | -13.7% |
| YTD | -5.8% | +63.7% | -69.5% | -6.2% |
| 1Y | +2.1% | +103.9% | -101.9% | +1.6% |
| 3Y | +105.0% | +145.2% | -40.2% | +104.5% |
| 5Y | +122.5% | +79.0% | +43.5% | +121.4% |
| All | +219.4% | -34.5% | +253.9% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling