+280.5%
FICO vs GLDM
+212.7%
+67.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | +4.0% | -2.0% | +5.9% | +4.3% |
| 30D | -1.5% | -4.4% | +2.9% | -0.9% |
| 3M | -29.8% | -8.8% | -21.0% | -28.8% |
| 6M | -33.3% | -15.9% | -17.4% | -31.5% |
| YTD | -56.9% | -7.7% | -49.2% | -56.8% |
| 1Y | -59.5% | -3.6% | -55.9% | -59.8% |
| 3Y | -26.9% | +105.2% | -132.1% | -41.1% |
| 5Y | +92.9% | +112.8% | -19.9% | +50.3% |
| All | +280.5% | +212.7% | +67.7% | +221.5% |
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