-37.2%
FPS vs GLDM
-15.3%
-21.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | +0.8% | -19.7% | -19.6% |
| 7D | -35.8% | +1.9% | -37.7% | -37.2% |
| 30D | -56.0% | -1.7% | -54.3% | -54.9% |
| 3M | -52.7% | -3.5% | -49.2% | -50.7% |
| 6M | -56.6% | -10.1% | -46.5% | -51.3% |
| All | -37.2% | -15.3% | -21.9% | -24.1% |
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