+96.5%
VXUS vs GLDM
+212.7%
-116.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -0.5% | -2.0% | +1.4% | 0.0% |
| 30D | -1.2% | -4.4% | +3.3% | +0.1% |
| 3M | -3.8% | -8.8% | +5.0% | -1.4% |
| 6M | -1.7% | -15.9% | +14.2% | +2.9% |
| YTD | +11.4% | -7.7% | +19.1% | +13.2% |
| 1Y | +13.3% | -3.6% | +16.9% | +13.8% |
| 3Y | +70.0% | +105.2% | -35.3% | +37.7% |
| 5Y | +48.1% | +112.8% | -64.7% | +17.2% |
| All | +96.5% | +212.7% | -116.3% | +51.0% |
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