-8.5%
FPS vs GLDM
-14.2%
+5.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +3.1% |
| 7D | +3.1% | -0.5% | +3.7% | +3.6% |
| 30D | -18.6% | +4.4% | -23.0% | -21.5% |
| 3M | -51.5% | -1.1% | -50.4% | -50.7% |
| 6M | -8.5% | -13.7% | +5.1% | -1.4% |
| All | -8.5% | -14.2% | +5.7% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling