+2,723.0%
VRT vs GLDM
+260.4%
+2,462.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.6% |
| 7D | +9.1% | -0.5% | +9.7% | +9.3% |
| 30D | +0.9% | +4.4% | -3.5% | -0.3% |
| 3M | -13.4% | -1.1% | -12.3% | -13.3% |
| 6M | +11.7% | -13.7% | +25.4% | +15.0% |
| YTD | +73.2% | +2.8% | +70.5% | +74.2% |
| 1Y | +123.4% | +24.8% | +98.6% | +119.3% |
| 3Y | +606.2% | +127.8% | +478.4% | +523.1% |
| 5Y | +899.9% | +141.1% | +758.7% | +743.3% |
| All | +2,723.0% | +260.4% | +2,462.6% | +2,302.8% |
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