+410.2%
VGT vs GLDM
+219.1%
+191.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | -7.2% | +4.7% | -11.9% | -8.1% |
| 30D | -16.1% | -0.9% | -15.3% | -16.0% |
| 3M | -9.2% | -4.3% | -4.9% | -8.4% |
| 6M | -0.7% | -13.4% | +12.7% | +1.8% |
| YTD | +15.6% | -5.8% | +21.4% | +16.6% |
| 1Y | +14.4% | +2.1% | +12.3% | +13.9% |
| 3Y | +105.2% | +105.0% | +0.2% | +79.1% |
| 5Y | +100.0% | +122.5% | -22.5% | +69.3% |
| All | +410.2% | +219.1% | +191.1% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling