+106.0%
VEA vs GLDM
+216.5%
-110.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | 0.0% |
| 7D | 0.0% | +2.9% | -2.9% | -0.8% |
| 30D | -1.4% | -3.9% | +2.5% | -0.3% |
| 3M | -4.1% | -8.1% | +4.0% | -1.9% |
| 6M | -1.3% | -14.7% | +13.4% | +2.9% |
| YTD | +12.1% | -6.6% | +18.7% | +13.6% |
| 1Y | +16.1% | -2.1% | +18.1% | +16.0% |
| 3Y | +73.0% | +107.7% | -34.7% | +40.1% |
| 5Y | +55.1% | +116.5% | -61.4% | +22.5% |
| All | +106.0% | +216.5% | -110.5% | +59.2% |
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