+431.5%
FAST vs GLDM
+221.7%
+209.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | +0.7% | +1.9% | -1.2% | +0.6% |
| 30D | +4.6% | -1.7% | +6.3% | +4.7% |
| 3M | +6.4% | -3.5% | +9.9% | +6.5% |
| 6M | +20.6% | -10.1% | +30.7% | +21.2% |
| YTD | +34.7% | -5.0% | +39.7% | +35.1% |
| 1Y | +29.7% | +2.8% | +26.9% | +29.9% |
| 3Y | +89.9% | +105.1% | -15.2% | +83.0% |
| 5Y | +105.0% | +124.3% | -19.3% | +94.5% |
| All | +431.5% | +221.7% | +209.8% | +473.2% |
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