+5.5%
FOXA vs GLDM
-8.0%
+13.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +2.7% | -4.6% | +7.3% | +2.6% |
| 30D | +10.0% | -5.5% | +15.4% | +9.8% |
| 3M | +5.0% | -10.9% | +15.9% | +4.6% |
| 6M | +3.4% | -17.3% | +20.7% | +3.5% |
| YTD | -5.5% | -10.2% | +4.7% | -10.3% |
| 1Y | +5.5% | -6.9% | +12.5% | -0.2% |
| All | +5.5% | -8.0% | +13.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling