+337.2%
VLO vs GLDM
+216.5%
+120.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.8% |
| 7D | -9.5% | +2.9% | -12.4% | -9.4% |
| 30D | -19.1% | -3.9% | -15.2% | -19.1% |
| 3M | +11.4% | -8.1% | +19.5% | +11.3% |
| 6M | +46.7% | -14.7% | +61.4% | +46.8% |
| YTD | +118.6% | -6.6% | +125.2% | +118.6% |
| 1Y | +99.9% | -2.1% | +101.9% | +99.8% |
| 3Y | +210.5% | +107.7% | +102.8% | +212.4% |
| 5Y | +432.7% | +116.5% | +316.2% | +432.4% |
| All | +337.2% | +216.5% | +120.7% | +416.5% |
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 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