+1,678.9%
VRT vs GLDM
+233.0%
+1,445.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.8% | -14.9% | -14.2% |
| 7D | -28.1% | +1.9% | -30.0% | -28.6% |
| 30D | -30.2% | -1.7% | -28.5% | -29.9% |
| 3M | -36.4% | -3.5% | -32.9% | -35.8% |
| 6M | -48.2% | -10.1% | -38.1% | -46.7% |
| YTD | +9.2% | -5.0% | +14.2% | +12.2% |
| 1Y | -7.2% | +2.8% | -10.0% | -5.7% |
| 3Y | +338.7% | +105.1% | +233.6% | +297.1% |
| 5Y | +542.8% | +124.3% | +418.6% | +453.2% |
| All | +1,678.9% | +233.0% | +1,445.9% | +1,446.8% |
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 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