+1,917.9%
VRT vs GLDM
+236.5%
+1,681.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.9% | +7.8% | +9.1% |
| 7D | -10.6% | +5.0% | -15.6% | -11.9% |
| 30D | -17.4% | -1.3% | -16.1% | -17.1% |
| 3M | -26.4% | -4.7% | -21.7% | -25.4% |
| 6M | -41.0% | -12.4% | -28.6% | -39.0% |
| YTD | +23.8% | -4.1% | +27.9% | +26.9% |
| 1Y | +11.6% | +3.3% | +8.3% | +13.2% |
| 3Y | +403.5% | +110.9% | +292.5% | +353.4% |
| 5Y | +647.0% | +124.8% | +522.3% | +542.3% |
| All | +1,917.9% | +236.5% | +1,681.3% | +1,650.1% |
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