-32.0%
VST vs GLDM
+1.8%
-33.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.4% | +10.8% |
| 7D | -9.8% | +4.7% | -14.5% | -11.4% |
| 30D | -25.1% | -0.9% | -24.3% | -24.8% |
| 3M | -11.6% | -4.3% | -7.3% | -10.2% |
| 6M | -20.9% | -13.4% | -7.5% | -17.8% |
| YTD | -22.3% | -5.8% | -16.5% | -20.4% |
| 1Y | -32.0% | +2.1% | -34.1% | -33.5% |
| All | -32.0% | +1.8% | -33.8% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling