+91.7%
FDX vs GLDM
+221.7%
-129.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.8% | -4.7% | -3.8% |
| 7D | +2.9% | +1.9% | +1.0% | +2.9% |
| 30D | +9.6% | -1.7% | +11.3% | +9.6% |
| 3M | +2.4% | -3.5% | +5.9% | +2.4% |
| 6M | +9.2% | -10.1% | +19.3% | +9.2% |
| YTD | +37.7% | -5.0% | +42.8% | +38.3% |
| 1Y | +56.1% | +2.8% | +53.3% | +57.6% |
| 3Y | +68.9% | +105.1% | -36.2% | +74.8% |
| 5Y | +79.0% | +124.3% | -45.3% | +83.8% |
| All | +91.7% | +221.7% | -129.9% | +131.5% |
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