+296.9%
FERG vs GLDM
+216.5%
+80.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | +7.2% | +2.9% | +4.3% | +6.8% |
| 30D | +17.9% | -3.9% | +21.8% | +18.6% |
| 3M | -1.3% | -8.1% | +6.9% | -0.1% |
| 6M | +8.3% | -14.7% | +23.0% | +10.7% |
| YTD | +18.3% | -6.6% | +24.9% | +19.6% |
| 1Y | +4.7% | -2.1% | +6.8% | +5.2% |
| 3Y | +70.3% | +107.7% | -37.4% | +54.8% |
| 5Y | +84.6% | +116.5% | -31.8% | +64.7% |
| All | +296.9% | +216.5% | +80.4% | +281.5% |
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 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