+634.2%
VST vs GLDM
+248.1%
+386.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.8% |
| 7D | +8.9% | -0.5% | +9.4% | +9.0% |
| 30D | +6.2% | +4.4% | +1.8% | +4.8% |
| 3M | -2.7% | -1.1% | -1.7% | -2.6% |
| 6M | -8.4% | -13.7% | +5.3% | -5.0% |
| YTD | -7.2% | +2.8% | -10.0% | -8.7% |
| 1Y | -20.9% | +24.8% | -45.7% | -26.5% |
| 3Y | +384.0% | +127.8% | +256.2% | +282.1% |
| 5Y | +757.1% | +141.1% | +615.9% | +564.4% |
| All | +634.2% | +248.1% | +386.0% | +473.2% |
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 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