+94.7%
VXUS vs GLDM
+204.0%
-109.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | +2.3% | -5.5% | +7.8% | +4.0% |
| 30D | -2.2% | -7.0% | +4.8% | -0.2% |
| 3M | -5.4% | -12.3% | +6.9% | -2.0% |
| 6M | -1.2% | -17.9% | +16.7% | +4.1% |
| YTD | +10.4% | -10.3% | +20.6% | +13.1% |
| 1Y | +11.8% | -7.8% | +19.6% | +13.7% |
| 3Y | +68.4% | +99.5% | -31.1% | +37.5% |
| 5Y | +45.9% | +106.5% | -60.6% | +16.4% |
| All | +94.7% | +204.0% | -109.3% | +50.8% |
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