+247.9%
VUG vs GLDM
+219.1%
+28.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -3.4% | +4.7% | -8.1% | -4.2% |
| 30D | -11.1% | -0.9% | -10.2% | -11.0% |
| 3M | -7.2% | -4.3% | -2.9% | -6.7% |
| 6M | -4.1% | -13.4% | +9.3% | -2.2% |
| YTD | +1.4% | -5.8% | +7.2% | +1.9% |
| 1Y | +1.9% | +2.1% | -0.1% | +1.2% |
| 3Y | +77.7% | +105.0% | -27.3% | +55.4% |
| 5Y | +57.6% | +122.5% | -64.9% | +33.7% |
| All | +247.9% | +219.1% | +28.8% | +215.5% |
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