+386.6%
FICO vs GLDM
+248.1%
+138.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.9% | -15.8% | -16.5% |
| 7D | -19.2% | -0.5% | -18.7% | -19.1% |
| 30D | -14.6% | +4.4% | -19.0% | -15.1% |
| 3M | -20.1% | -1.1% | -19.0% | -19.9% |
| 6M | -36.3% | -13.7% | -22.7% | -34.9% |
| YTD | -44.9% | +2.8% | -47.6% | -45.6% |
| 1Y | -38.6% | +24.8% | -63.5% | -42.1% |
| 3Y | +4.0% | +127.8% | -123.8% | -17.6% |
| 5Y | +99.5% | +141.1% | -41.6% | +52.3% |
| All | +386.6% | +248.1% | +138.5% | +304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling