-12.5%
VG vs GLDM
-11.0%
-1.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.7% | -11.4% | -4.8% |
| 7D | -16.4% | -0.3% | -16.1% | -15.7% |
| 30D | -10.8% | -1.9% | -8.9% | -10.9% |
| 3M | -6.3% | -0.4% | -5.9% | -3.1% |
| 6M | -12.5% | -10.1% | -2.4% | -22.3% |
| All | -12.5% | -11.0% | -1.5% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling