+4.7%
FERG vs GLDM
-1.4%
+6.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.5% |
| 7D | +7.2% | +2.9% | +4.3% | +6.5% |
| 30D | +17.9% | -3.9% | +21.8% | +18.9% |
| 3M | -1.3% | -8.1% | +6.9% | +0.5% |
| 6M | +8.3% | -14.7% | +23.0% | +12.5% |
| YTD | +18.3% | -6.6% | +24.9% | +19.2% |
| 1Y | +4.7% | -2.1% | +6.8% | +2.1% |
| All | +4.7% | -1.4% | +6.1% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling