+265.9%
FICO vs GLDM
+219.0%
+47.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -3.8% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +1.7% | -1.9% | +3.5% | +1.9% |
| 3M | -33.0% | -0.4% | -32.6% | -33.0% |
| 6M | -33.9% | -10.1% | -23.8% | -32.8% |
| YTD | -58.5% | -5.8% | -52.7% | -58.5% |
| 1Y | -56.4% | +3.1% | -59.5% | -57.2% |
| 3Y | -24.7% | +103.4% | -128.0% | -39.0% |
| 5Y | +83.1% | +125.5% | -42.4% | +40.8% |
| All | +265.9% | +219.0% | +47.0% | +208.4% |
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