+492.5%
VST vs GLDM
+219.0%
+273.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +3.7% | -17.5% | -14.9% |
| 7D | -15.7% | -0.3% | -15.4% | -15.8% |
| 30D | -17.0% | -1.9% | -15.1% | -16.5% |
| 3M | -15.9% | -0.4% | -15.5% | -15.9% |
| 6M | -25.0% | -10.1% | -14.9% | -22.7% |
| YTD | -25.1% | -5.8% | -19.3% | -24.4% |
| 1Y | -34.9% | +3.1% | -38.0% | -36.0% |
| 3Y | +252.7% | +103.4% | +149.3% | +187.2% |
| 5Y | +582.3% | +125.5% | +456.8% | +442.0% |
| All | +492.5% | +219.0% | +273.5% | +374.8% |
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