+248.5%
GLDM vs VYM
+151.6%
+96.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +4.4% | -0.5% | +4.9% | +4.5% |
| 3M | -1.1% | +3.0% | -4.1% | -1.3% |
| 6M | -13.7% | +8.2% | -21.9% | -14.2% |
| YTD | +2.8% | +15.8% | -13.1% | +1.6% |
| 1Y | +24.8% | +20.8% | +4.0% | +23.1% |
| 3Y | +127.8% | +65.3% | +62.5% | +120.3% |
| 5Y | +141.1% | +76.6% | +64.6% | +132.4% |
| All | +248.5% | +151.6% | +96.9% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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