-57.9%
FICO vs GLDM
+1.8%
-59.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -0.9% | +4.7% | -5.6% | -0.9% |
| 30D | +3.3% | -0.9% | +4.2% | +3.4% |
| 3M | -31.7% | -4.3% | -27.4% | -31.3% |
| 6M | -34.0% | -13.4% | -20.6% | -33.6% |
| YTD | -58.3% | -5.8% | -52.5% | -56.2% |
| 1Y | -57.9% | +2.1% | -60.0% | -55.1% |
| All | -57.9% | +1.8% | -59.7% | -55.1% |
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