+81.7%
VUG vs GLDM
+111.5%
-29.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.5% |
| 7D | +0.5% | +5.0% | -4.5% | -0.3% |
| 30D | -8.2% | -1.3% | -6.9% | -8.0% |
| 3M | -5.4% | -4.7% | -0.7% | -4.8% |
| 6M | -2.5% | -12.4% | +9.8% | -1.1% |
| YTD | +4.2% | -4.1% | +8.2% | +4.9% |
| 1Y | +5.0% | +3.3% | +1.7% | +5.0% |
| 3Y | +81.7% | +110.9% | -29.2% | +58.3% |
| All | +81.7% | +111.5% | -29.8% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling