+434.6%
FAST vs GLDM
+219.0%
+215.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.5% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +5.5% | -1.9% | +7.4% | +5.6% |
| 3M | +7.6% | -0.4% | +8.0% | +7.6% |
| 6M | +19.8% | -10.1% | +29.9% | +20.4% |
| YTD | +35.5% | -5.8% | +41.3% | +36.0% |
| 1Y | +31.6% | +3.1% | +28.5% | +31.8% |
| 3Y | +91.0% | +103.4% | -12.4% | +84.2% |
| 5Y | +105.1% | +125.5% | -20.4% | +94.8% |
| All | +434.6% | +219.0% | +215.6% | +476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling