+201.7%
VTI vs GLDM
+212.7%
-11.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -0.7% | -2.0% | +1.2% | -0.4% |
| 30D | -1.9% | -4.4% | +2.5% | -1.3% |
| 3M | -1.4% | -8.8% | +7.4% | -0.3% |
| 6M | +3.5% | -15.9% | +19.4% | +5.7% |
| YTD | +12.6% | -7.7% | +20.3% | +13.4% |
| 1Y | +12.7% | -3.6% | +16.3% | +12.9% |
| 3Y | +78.8% | +105.2% | -26.4% | +60.4% |
| 5Y | +67.2% | +112.8% | -45.6% | +47.3% |
| All | +201.7% | +212.7% | -11.1% | +183.4% |
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