+150.2%
VT vs GLDM
+207.7%
-57.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | -1.6% | -3.5% | +1.9% | -0.9% |
| 30D | -2.5% | -5.5% | +3.0% | -1.4% |
| 3M | -1.3% | -3.3% | +2.0% | -0.8% |
| 6M | +3.1% | -15.0% | +18.1% | +6.1% |
| YTD | +10.9% | -9.2% | +20.1% | +12.5% |
| 1Y | +12.1% | -2.3% | +14.4% | +12.1% |
| 3Y | +73.9% | +96.2% | -22.3% | +50.9% |
| 5Y | +58.0% | +120.0% | -62.0% | +32.6% |
| All | +150.2% | +207.7% | -57.5% | +116.7% |
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