+90.6%
VXUS vs GLDM
+219.1%
-128.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | -1.8% | +4.7% | -6.4% | -3.1% |
| 30D | -4.6% | -0.9% | -3.7% | -4.4% |
| 3M | -6.1% | -4.3% | -1.8% | -5.0% |
| 6M | -4.9% | -13.4% | +8.5% | -1.3% |
| YTD | +8.1% | -5.8% | +13.9% | +9.2% |
| 1Y | +12.1% | +2.1% | +10.0% | +10.8% |
| 3Y | +63.9% | +105.0% | -41.2% | +32.7% |
| 5Y | +43.1% | +122.5% | -79.4% | +12.1% |
| All | +90.6% | +219.1% | -128.5% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling