+274.1%
VUG vs GLDM
+248.1%
+25.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -0.3% | +4.4% | -4.7% | -1.0% |
| 3M | -0.7% | -1.1% | +0.4% | -0.6% |
| 6M | +14.6% | -13.7% | +28.3% | +16.7% |
| YTD | +9.0% | +2.8% | +6.3% | +8.1% |
| 1Y | +14.9% | +24.8% | -10.0% | +10.5% |
| 3Y | +86.0% | +127.8% | -41.8% | +59.9% |
| 5Y | +76.7% | +141.1% | -64.5% | +48.1% |
| All | +274.1% | +248.1% | +25.9% | +234.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling