+542.8%
VRT vs GLDM
+126.2%
+416.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.8% | -14.9% | -14.3% |
| 7D | -28.1% | +1.9% | -30.0% | -28.6% |
| 30D | -30.2% | -1.7% | -28.5% | -29.8% |
| 3M | -36.4% | -3.5% | -32.9% | -35.7% |
| 6M | -48.2% | -10.1% | -38.1% | -46.6% |
| YTD | +9.2% | -5.0% | +14.2% | +13.3% |
| 1Y | -7.2% | +2.8% | -10.0% | -4.3% |
| 3Y | +338.7% | +105.1% | +233.6% | +318.2% |
| 5Y | +542.8% | +124.3% | +418.6% | +410.2% |
| All | +542.8% | +126.2% | +416.7% | +410.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling