+248.5%
GLDM vs VTRS
-44.5%
+292.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | +3.3% | -3.8% | -0.6% |
| 30D | +4.4% | -3.6% | +8.0% | +4.4% |
| 3M | -1.1% | +7.0% | -8.0% | -1.2% |
| 6M | -13.7% | +17.5% | -31.1% | -13.8% |
| YTD | +2.8% | +38.8% | -36.0% | +2.6% |
| 1Y | +24.8% | +69.2% | -44.4% | +24.5% |
| 3Y | +127.8% | +77.5% | +50.4% | +127.5% |
| 5Y | +141.1% | +39.9% | +101.2% | +140.4% |
| All | +248.5% | -44.5% | +292.9% | +249.1% |
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