-84.0%
FIG vs GLDM
+23.8%
-107.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -16.7% |
| 7D | -17.4% | +1.9% | -19.3% | -17.5% |
| 30D | -15.9% | -1.7% | -14.2% | -16.1% |
| 3M | -34.5% | -3.5% | -31.0% | -34.5% |
| 6M | -5.0% | -10.1% | +5.0% | -5.6% |
| YTD | -50.7% | -5.0% | -45.6% | -52.7% |
| 1Y | -58.1% | +2.8% | -60.9% | -61.1% |
| All | -84.0% | +23.8% | -107.8% | -87.2% |
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