+69.7%
VT vs GLDM
+105.8%
-36.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -4.2% | +1.9% | -6.1% | -4.6% |
| 30D | -5.8% | -1.7% | -4.1% | -5.5% |
| 3M | -5.2% | -3.5% | -1.7% | -4.7% |
| 6M | +0.1% | -10.1% | +10.2% | +2.0% |
| YTD | +8.2% | -5.0% | +13.3% | +8.9% |
| 1Y | +10.1% | +2.8% | +7.3% | +9.3% |
| All | +69.7% | +105.8% | -36.2% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling