+60.4%
VZ vs GLDM
+248.1%
-187.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +7.9% | +4.4% | +3.5% | +7.8% |
| 3M | +13.6% | -1.1% | +14.7% | +13.7% |
| 6M | +1.1% | -13.7% | +14.8% | +1.5% |
| YTD | +29.3% | +2.8% | +26.5% | +27.2% |
| 1Y | +21.2% | +24.8% | -3.6% | +16.9% |
| 3Y | +75.9% | +127.8% | -51.9% | +58.6% |
| 5Y | +24.1% | +141.1% | -117.1% | +11.1% |
| All | +60.4% | +248.1% | -187.8% | +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