+337.9%
VLO vs GLDM
+221.7%
+116.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.2% |
| 3M | +16.2% | -3.5% | +19.7% | +16.2% |
| 6M | +39.8% | -10.1% | +49.8% | +39.8% |
| YTD | +119.0% | -5.0% | +124.0% | +119.0% |
| 1Y | +110.8% | +2.8% | +108.0% | +110.8% |
| 3Y | +201.7% | +105.1% | +96.6% | +203.3% |
| 5Y | +426.2% | +124.3% | +301.9% | +429.0% |
| All | +337.9% | +221.7% | +116.2% | +417.5% |
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 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