+219.4%
GLDM vs FDS
+75.4%
+144.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.8% |
| 7D | +4.7% | -0.5% | +5.2% | +4.7% |
| 30D | -0.9% | +20.2% | -21.1% | -1.1% |
| 3M | -4.3% | +19.9% | -24.2% | -4.5% |
| 6M | -13.4% | +56.2% | -69.6% | -14.0% |
| YTD | -5.8% | +14.6% | -20.4% | -5.7% |
| 1Y | +2.1% | +31.6% | -29.5% | +1.6% |
| 3Y | +105.0% | -23.8% | +128.8% | +108.0% |
| 5Y | +122.5% | -22.6% | +145.1% | +125.2% |
| All | +219.4% | +75.4% | +144.0% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling