+48.4%
VZ vs GLDM
+219.1%
-170.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +2.1% | +4.7% | -2.5% | +2.2% |
| 30D | +1.4% | -0.9% | +2.2% | +1.4% |
| 3M | -1.3% | -4.3% | +3.0% | -1.3% |
| 6M | -0.5% | -13.4% | +12.9% | -0.3% |
| YTD | +19.6% | -5.8% | +25.5% | +17.7% |
| 1Y | +22.4% | +2.1% | +20.3% | +19.5% |
| 3Y | +55.9% | +105.0% | -49.1% | +40.9% |
| 5Y | +20.4% | +122.5% | -102.1% | +7.8% |
| All | +48.4% | +219.1% | -170.7% | +39.6% |
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