+61.6%
VEA vs GLDM
+143.3%
-81.7%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +1.9% | +4.4% | -2.5% | +0.5% |
| 3M | +3.2% | -1.1% | +4.3% | +3.3% |
| 6M | +10.2% | -13.7% | +23.9% | +14.7% |
| YTD | +18.9% | +2.8% | +16.1% | +16.9% |
| 1Y | +29.3% | +24.8% | +4.5% | +19.0% |
| 3Y | +76.8% | +127.8% | -51.0% | +30.4% |
| All | +61.6% | +143.3% | -81.7% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling