-83.2%
FIG vs GLDM
+17.1%
-100.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +3.4% | -4.6% | +8.0% | +3.6% |
| 30D | -9.5% | -5.5% | -4.0% | -9.4% |
| 3M | -26.2% | -10.9% | -15.3% | -26.1% |
| 6M | +2.7% | -17.3% | +20.0% | +2.2% |
| YTD | -48.0% | -10.2% | -37.8% | -50.1% |
| 1Y | -52.0% | -6.9% | -45.1% | -54.9% |
| All | -83.2% | +17.1% | -100.3% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling