+92.9%
VICI vs GLDM
+225.0%
-132.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | +0.6% | +5.0% | -4.3% | +0.1% |
| 30D | +10.0% | -1.3% | +11.3% | +10.1% |
| 3M | -4.1% | -4.7% | +0.6% | -3.7% |
| 6M | -9.6% | -12.4% | +2.8% | -8.2% |
| YTD | -5.8% | -4.1% | -1.7% | -6.1% |
| 1Y | -11.3% | +3.3% | -14.6% | -12.7% |
| 3Y | +6.9% | +110.9% | -104.0% | -7.2% |
| 5Y | +13.6% | +124.8% | -111.2% | -3.3% |
| All | +92.9% | +225.0% | -132.1% | +69.9% |
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