+106.2%
VEA vs GLDM
+204.4%
-98.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.3% | -4.6% | +6.9% | +3.7% |
| 30D | +0.2% | -5.5% | +5.7% | +1.8% |
| 3M | -5.3% | -10.9% | +5.5% | -2.3% |
| 6M | -0.9% | -17.3% | +16.4% | +4.2% |
| YTD | +12.2% | -10.2% | +22.4% | +14.9% |
| 1Y | +16.1% | -6.9% | +23.0% | +17.7% |
| 3Y | +73.0% | +98.7% | -25.7% | +41.9% |
| 5Y | +53.7% | +106.7% | -53.0% | +22.9% |
| All | +106.2% | +204.4% | -98.2% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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