+70.2%
FOXA vs GLDM
+107.5%
-37.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -3.2% |
| 7D | -2.9% | -5.5% | +2.6% | -2.7% |
| 30D | +5.1% | -7.0% | +12.1% | +5.3% |
| 3M | +4.7% | -12.3% | +17.0% | +5.1% |
| 6M | -0.2% | -17.9% | +17.7% | +0.6% |
| YTD | -9.2% | -10.3% | +1.0% | -9.5% |
| 1Y | -0.6% | -7.8% | +7.2% | -1.1% |
| 3Y | +125.7% | +99.5% | +26.2% | +102.9% |
| 5Y | +70.2% | +106.5% | -36.3% | +48.3% |
| All | +70.2% | +107.5% | -37.3% | +48.3% |
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