+107.2%
FAST vs GLDM
+143.3%
-36.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.8% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +4.4% | -5.2% | -1.1% |
| 3M | +5.8% | -1.1% | +6.8% | +5.9% |
| 6M | +8.0% | -13.7% | +21.7% | +9.1% |
| YTD | +25.6% | +2.8% | +22.9% | +25.4% |
| 1Y | +0.8% | +24.8% | -24.0% | -0.8% |
| 3Y | +86.1% | +127.8% | -41.7% | +67.4% |
| All | +107.2% | +143.3% | -36.1% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling