+76.1%
VUG vs GLDM
+105.8%
-29.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.6% |
| 7D | -7.1% | +1.9% | -9.0% | -7.4% |
| 30D | -12.1% | -1.7% | -10.4% | -11.9% |
| 3M | -8.1% | -3.5% | -4.6% | -7.7% |
| 6M | -3.2% | -10.1% | +6.9% | -2.0% |
| YTD | +0.5% | -5.0% | +5.5% | +1.3% |
| 1Y | -0.7% | +2.8% | -3.5% | -0.6% |
| All | +76.1% | +105.8% | -29.7% | +54.7% |
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