+197.9%
VTI vs GLDM
+216.5%
-18.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | 0.0% |
| 7D | -0.4% | +2.9% | -3.3% | -0.8% |
| 30D | -3.2% | -3.9% | +0.7% | -2.7% |
| 3M | -2.9% | -8.1% | +5.2% | -1.9% |
| 6M | +2.4% | -14.7% | +17.1% | +4.4% |
| YTD | +11.2% | -6.6% | +17.8% | +11.8% |
| 1Y | +11.6% | -2.1% | +13.7% | +11.6% |
| 3Y | +76.6% | +107.7% | -31.1% | +58.1% |
| 5Y | +65.3% | +116.5% | -51.2% | +45.3% |
| All | +197.9% | +216.5% | -18.6% | +179.4% |
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