+205.3%
VTI vs GLDM
+248.1%
-42.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | 0.0% | +4.4% | -4.4% | -0.6% |
| 3M | +2.0% | -1.1% | +3.1% | +2.0% |
| 6M | +13.0% | -13.7% | +26.6% | +14.7% |
| YTD | +13.9% | +2.8% | +11.2% | +13.2% |
| 1Y | +20.0% | +24.8% | -4.8% | +16.2% |
| 3Y | +75.8% | +127.8% | -52.0% | +55.5% |
| 5Y | +73.8% | +141.1% | -67.3% | +50.7% |
| All | +205.3% | +248.1% | -42.8% | +182.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling