+90.8%
FOXA vs GLDM
+238.5%
-147.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.3% |
| 7D | -4.0% | -0.5% | -3.4% | -3.9% |
| 30D | +12.0% | +4.4% | +7.6% | +11.7% |
| 3M | +0.3% | -1.1% | +1.3% | +0.3% |
| 6M | +12.5% | -13.7% | +26.1% | +13.6% |
| YTD | -9.6% | +2.8% | -12.4% | -10.2% |
| 1Y | +8.6% | +24.8% | -16.3% | +6.1% |
| 3Y | +118.5% | +127.8% | -9.3% | +100.1% |
| 5Y | +88.8% | +141.1% | -52.4% | +70.8% |
| All | +90.8% | +238.5% | -147.6% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling