+113.3%
FANG vs GLDM
+239.3%
-126.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.5% |
| 7D | +1.2% | -3.4% | +4.6% | +1.4% |
| 30D | +2.4% | -1.1% | +3.5% | +2.4% |
| 3M | +5.1% | +5.9% | -0.8% | +4.7% |
| 6M | +16.4% | -16.9% | +33.3% | +18.4% |
| YTD | +39.0% | +0.2% | +38.8% | +38.2% |
| 1Y | +50.6% | +18.6% | +32.1% | +46.8% |
| 3Y | +46.9% | +124.6% | -77.7% | +33.2% |
| 5Y | +238.2% | +140.6% | +97.6% | +205.0% |
| All | +113.3% | +239.3% | -126.0% | +90.8% |
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