+84.9%
FANG vs GLDM
+216.5%
-131.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.1% |
| 7D | -7.4% | +2.9% | -10.3% | -7.5% |
| 30D | -7.3% | -3.9% | -3.4% | -7.1% |
| 3M | -10.0% | -8.1% | -1.9% | -9.6% |
| 6M | -4.6% | -14.7% | +10.1% | -3.6% |
| YTD | +20.5% | -6.6% | +27.1% | +20.3% |
| 1Y | +26.0% | -2.1% | +28.1% | +25.1% |
| 3Y | +26.0% | +107.7% | -81.6% | +14.8% |
| 5Y | +104.5% | +116.5% | -12.0% | +84.1% |
| All | +84.9% | +216.5% | -131.5% | +66.0% |
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