+25.0%
VWO vs GLDM
+121.5%
-96.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | -0.4% | +4.7% | -5.1% | -1.8% |
| 30D | -7.6% | -0.9% | -6.8% | -7.4% |
| 3M | -7.6% | -4.3% | -3.3% | -6.5% |
| 6M | -8.7% | -13.4% | +4.7% | -4.8% |
| YTD | +3.2% | -5.8% | +9.0% | +4.0% |
| 1Y | +3.6% | +2.1% | +1.5% | +1.7% |
| 3Y | +51.8% | +105.0% | -53.2% | +15.0% |
| All | +25.0% | +121.5% | -96.5% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling