+456.0%
VST vs GLDM
+221.7%
+234.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.0% | -6.4% |
| 7D | -19.9% | +1.9% | -21.8% | -20.5% |
| 30D | -29.7% | -1.7% | -28.0% | -29.3% |
| 3M | -19.6% | -3.5% | -16.0% | -18.8% |
| 6M | -29.4% | -10.1% | -19.3% | -27.3% |
| YTD | -29.7% | -5.0% | -24.7% | -29.2% |
| 1Y | -40.0% | +2.8% | -42.8% | -41.0% |
| 3Y | +231.0% | +105.1% | +125.9% | +168.8% |
| 5Y | +500.1% | +124.3% | +375.8% | +376.3% |
| All | +456.0% | +221.7% | +234.4% | +344.4% |
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