+225.3%
GLDM vs FDS
+74.8%
+150.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +5.0% | -5.0% | +9.9% | +5.0% |
| 30D | -1.3% | +13.8% | -15.1% | -1.5% |
| 3M | -4.7% | +14.8% | -19.5% | -4.8% |
| 6M | -12.4% | +47.4% | -59.8% | -12.9% |
| YTD | -4.1% | +14.2% | -18.2% | -4.0% |
| 1Y | +3.3% | +26.6% | -23.3% | +3.0% |
| 3Y | +110.9% | -24.4% | +135.4% | +114.0% |
| 5Y | +124.8% | -22.6% | +147.4% | +127.5% |
| All | +225.3% | +74.8% | +150.6% | +231.3% |
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