+99.4%
FDX vs GLDM
+219.0%
-119.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.5% |
| 7D | +8.1% | -0.3% | +8.4% | +8.1% |
| 30D | +13.9% | -1.9% | +15.8% | +13.9% |
| 3M | +5.5% | -0.4% | +5.9% | +5.5% |
| 6M | +15.1% | -10.1% | +25.2% | +15.1% |
| YTD | +43.2% | -5.8% | +49.0% | +43.8% |
| 1Y | +65.0% | +3.1% | +61.9% | +66.8% |
| 3Y | +75.7% | +103.4% | -27.7% | +81.7% |
| 5Y | +84.4% | +125.5% | -41.2% | +89.4% |
| All | +99.4% | +219.0% | -119.6% | +140.8% |
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