+98.3%
FOXA vs GLDM
+204.1%
-105.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -2.4% | -2.0% | -0.4% | -2.3% |
| 30D | +8.6% | -4.4% | +13.0% | +8.8% |
| 3M | +9.9% | -8.8% | +18.7% | +10.3% |
| 6M | +0.8% | -15.9% | +16.7% | +1.7% |
| YTD | -6.1% | -7.7% | +1.6% | -6.3% |
| 1Y | +3.3% | -3.6% | +6.9% | +2.7% |
| 3Y | +133.5% | +105.2% | +28.3% | +114.7% |
| 5Y | +75.8% | +112.8% | -36.9% | +60.0% |
| All | +98.3% | +204.1% | -105.7% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling