+49.8%
VZ vs GLDM
+221.7%
-171.9%
-41.2%
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% | -0.1% |
| 7D | +5.6% | +1.9% | +3.7% | +5.6% |
| 30D | +1.9% | -1.7% | +3.5% | +1.9% |
| 3M | +0.8% | -3.5% | +4.3% | +0.8% |
| 6M | +0.6% | -10.1% | +10.7% | +0.7% |
| YTD | +20.8% | -5.0% | +25.8% | +18.8% |
| 1Y | +23.9% | +2.8% | +21.2% | +21.0% |
| 3Y | +55.7% | +105.1% | -49.4% | +40.8% |
| 5Y | +21.5% | +124.3% | -102.8% | +8.8% |
| All | +49.8% | +221.7% | -171.9% | +40.9% |
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