+1,740.6%
VRT vs GLDM
+230.4%
+1,510.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | -21.4% | +4.7% | -26.0% | -22.5% |
| 30D | -25.8% | -0.9% | -25.0% | -25.7% |
| 3M | -33.5% | -4.3% | -29.2% | -32.8% |
| 6M | -49.0% | -13.4% | -35.6% | -47.2% |
| YTD | +12.9% | -5.8% | +18.8% | +16.3% |
| 1Y | 0.0% | +2.1% | -2.0% | +1.8% |
| 3Y | +361.8% | +105.0% | +256.8% | +318.4% |
| 5Y | +565.1% | +122.5% | +442.6% | +473.6% |
| All | +1,740.6% | +230.4% | +1,510.3% | +1,503.8% |
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