+269.3%
FICO vs GLDM
+221.7%
+47.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -0.3% | +1.9% | -2.1% | -0.5% |
| 30D | +1.7% | -1.7% | +3.4% | +1.9% |
| 3M | -35.2% | -3.5% | -31.7% | -34.8% |
| 6M | -33.7% | -10.1% | -23.6% | -32.6% |
| YTD | -58.2% | -5.0% | -53.1% | -58.2% |
| 1Y | -56.6% | +2.8% | -59.4% | -57.4% |
| 3Y | -24.0% | +105.1% | -129.1% | -38.5% |
| 5Y | +86.1% | +124.3% | -38.2% | +43.5% |
| All | +269.3% | +221.7% | +47.6% | +210.8% |
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