+42.8%
FANG vs GLDM
+126.1%
-83.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -1.7% | +0.7% | -2.5% | -1.8% |
| 30D | +6.8% | +0.3% | +6.4% | +6.7% |
| 3M | +1.3% | +0.7% | +0.6% | +1.4% |
| 6M | +11.8% | -15.4% | +27.2% | +14.4% |
| YTD | +35.1% | +1.0% | +34.1% | +33.3% |
| 1Y | +48.9% | +19.7% | +29.2% | +41.2% |
| 3Y | +42.8% | +126.5% | -83.7% | +3.3% |
| All | +42.8% | +126.1% | -83.3% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling