+53.7%
VEA vs GLDM
+107.5%
-53.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.2% |
| 7D | +1.8% | -5.5% | +7.3% | +3.7% |
| 30D | -0.9% | -7.0% | +6.1% | +1.4% |
| 3M | -5.0% | -12.3% | +7.2% | -1.1% |
| 6M | 0.0% | -17.9% | +17.9% | +6.1% |
| YTD | +12.2% | -10.3% | +22.5% | +15.0% |
| 1Y | +14.7% | -7.8% | +22.5% | +16.5% |
| 3Y | +73.2% | +99.5% | -26.3% | +31.5% |
| 5Y | +53.7% | +106.5% | -52.8% | +6.2% |
| All | +53.7% | +107.5% | -53.8% | +6.2% |
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 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