+160.1%
VT vs GLDM
+248.1%
-88.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | +1.0% | +4.4% | -3.4% | +0.1% |
| 3M | +2.4% | -1.1% | +3.4% | +2.4% |
| 6M | +12.0% | -13.7% | +25.7% | +14.6% |
| YTD | +15.3% | +2.8% | +12.6% | +14.2% |
| 1Y | +22.6% | +24.8% | -2.3% | +17.0% |
| 3Y | +74.7% | +127.8% | -53.1% | +47.3% |
| 5Y | +66.1% | +141.1% | -75.0% | +36.9% |
| All | +160.1% | +248.1% | -88.0% | +120.1% |
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