+67.1%
FDX vs GLDM
+143.3%
-76.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | +3.8% | +4.4% | -0.6% | +3.7% |
| 3M | -1.3% | -1.1% | -0.2% | -1.5% |
| 6M | +5.0% | -13.7% | +18.7% | +4.5% |
| YTD | +39.6% | +2.8% | +36.9% | +40.3% |
| 1Y | +81.1% | +24.8% | +56.3% | +85.0% |
| 3Y | +63.0% | +127.8% | -64.8% | +69.4% |
| All | +67.1% | +143.3% | -76.2% | +62.7% |
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