-22.1%
FPS vs GLDM
-14.4%
-7.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +1.9% | +14.2% | +14.2% |
| 7D | -8.0% | +5.0% | -13.0% | -12.9% |
| 30D | -43.5% | -1.3% | -42.2% | -42.3% |
| 3M | -41.6% | -4.7% | -36.9% | -38.4% |
| 6M | -44.0% | -12.4% | -31.6% | -35.9% |
| All | -22.1% | -14.4% | -7.7% | -6.6% |
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