+120.6%
VLO vs GLDM
+2.8%
+117.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.7% | -9.4% | -5.4% |
| 7D | -6.0% | -0.3% | -5.7% | -5.8% |
| 30D | -12.9% | -1.9% | -11.0% | -12.7% |
| 3M | +18.3% | -0.4% | +18.7% | +18.5% |
| 6M | +46.4% | -10.1% | +56.5% | +46.5% |
| YTD | +127.7% | -5.8% | +133.6% | +118.2% |
| 1Y | +120.6% | +3.1% | +117.5% | +105.5% |
| All | +120.6% | +2.8% | +117.9% | +105.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling