+1.9%
VUG vs GLDM
-1.4%
+3.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.2% |
| 7D | -1.2% | +2.9% | -4.1% | -1.8% |
| 30D | -8.9% | -3.9% | -5.0% | -8.1% |
| 3M | -5.9% | -8.1% | +2.2% | -4.4% |
| 6M | -3.3% | -14.7% | +11.4% | -0.9% |
| YTD | +3.4% | -6.6% | +10.0% | +5.7% |
| 1Y | +1.9% | -2.1% | +3.9% | +2.8% |
| All | +1.9% | -1.4% | +3.3% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling