+65.2%
VTI vs GLDM
+107.5%
-42.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | +3.4% | -5.5% | +8.9% | +4.2% |
| 30D | -2.3% | -7.0% | +4.7% | -1.2% |
| 3M | -2.2% | -12.3% | +10.1% | -0.3% |
| 6M | +3.3% | -17.9% | +21.2% | +6.0% |
| YTD | +12.1% | -10.3% | +22.4% | +13.4% |
| 1Y | +12.2% | -7.8% | +20.0% | +13.1% |
| 3Y | +78.0% | +99.5% | -21.4% | +55.7% |
| 5Y | +65.2% | +106.5% | -41.2% | +34.3% |
| All | +65.2% | +107.5% | -42.3% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling