+292.4%
FERG vs GLDM
+204.4%
+88.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | -4.6% | +14.4% | +10.6% |
| 30D | +15.0% | -5.5% | +20.5% | +16.0% |
| 3M | +3.8% | -10.9% | +14.6% | +5.5% |
| 6M | +10.6% | -17.3% | +27.9% | +13.6% |
| YTD | +17.0% | -10.2% | +27.1% | +18.9% |
| 1Y | +7.1% | -6.9% | +14.0% | +8.4% |
| 3Y | +67.7% | +98.7% | -30.9% | +53.5% |
| 5Y | +76.4% | +106.7% | -30.3% | +58.3% |
| All | +292.4% | +204.4% | +88.0% | +279.4% |
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