-83.7%
FIG vs GLDM
+22.8%
-106.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.0% |
| 7D | -13.1% | +4.7% | -17.8% | -13.2% |
| 30D | -13.0% | -0.9% | -12.1% | -13.1% |
| 3M | -21.5% | -4.3% | -17.2% | -21.5% |
| 6M | -2.5% | -13.4% | +10.9% | -3.1% |
| YTD | -49.7% | -5.8% | -43.9% | -51.8% |
| 1Y | -59.1% | +2.1% | -61.1% | -62.1% |
| All | -83.7% | +22.8% | -106.5% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling