+91.2%
VTR vs GLDM
+143.3%
-52.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -1.7% | -0.5% | -1.1% | -1.6% |
| 30D | -2.4% | +4.4% | -6.8% | -3.2% |
| 3M | +14.8% | -1.1% | +15.8% | +14.9% |
| 6M | +5.3% | -13.7% | +19.0% | +8.4% |
| YTD | +18.1% | +2.8% | +15.3% | +15.2% |
| 1Y | +36.7% | +24.8% | +11.9% | +25.4% |
| 3Y | +130.1% | +127.8% | +2.3% | +70.5% |
| All | +91.2% | +143.3% | -52.1% | +33.9% |
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