+297.6%
FERG vs GLDM
+225.0%
+72.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.9% | +9.4% | +10.9% |
| 7D | +7.3% | +5.0% | +2.4% | +6.6% |
| 30D | +18.1% | -1.3% | +19.4% | +18.3% |
| 3M | +1.6% | -4.7% | +6.3% | +2.3% |
| 6M | +8.5% | -12.4% | +20.9% | +10.4% |
| YTD | +18.6% | -4.1% | +22.6% | +19.3% |
| 1Y | +5.7% | +3.3% | +2.4% | +5.5% |
| 3Y | +74.0% | +110.9% | -36.9% | +57.7% |
| 5Y | +83.9% | +124.8% | -40.9% | +63.3% |
| All | +297.6% | +225.0% | +72.6% | +280.7% |
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 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