+203.1%
VLO vs GLDM
+105.8%
+97.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.7% | -3.8% |
| 7D | -8.7% | +1.9% | -10.6% | -8.6% |
| 30D | -16.2% | -1.7% | -14.5% | -16.1% |
| 3M | +16.2% | -3.5% | +19.7% | +16.3% |
| 6M | +39.8% | -10.1% | +49.8% | +40.3% |
| YTD | +119.0% | -5.0% | +124.0% | +117.6% |
| 1Y | +110.8% | +2.8% | +108.0% | +108.0% |
| All | +203.1% | +105.8% | +97.3% | +158.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling