+93.0%
FDX vs GLDM
+225.0%
-132.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.4% |
| 7D | +0.2% | +5.0% | -4.8% | +0.1% |
| 30D | +9.3% | -1.3% | +10.6% | +9.3% |
| 3M | +0.5% | -4.7% | +5.2% | +0.5% |
| 6M | +5.3% | -12.4% | +17.7% | +5.2% |
| YTD | +38.6% | -4.1% | +42.6% | +39.2% |
| 1Y | +53.5% | +3.3% | +50.2% | +54.9% |
| 3Y | +74.2% | +110.9% | -36.7% | +80.3% |
| 5Y | +75.3% | +124.8% | -49.5% | +79.9% |
| All | +93.0% | +225.0% | -132.1% | +133.0% |
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