+129.7%
GLDM vs FDS
-27.9%
+157.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -1.0% |
| 7D | -0.5% | -1.9% | +1.4% | -0.6% |
| 30D | +4.4% | +9.0% | -4.6% | +4.8% |
| 3M | -1.1% | +18.9% | -19.9% | -0.4% |
| 6M | -13.7% | +35.1% | -48.8% | -12.7% |
| YTD | +2.8% | +5.5% | -2.7% | +4.0% |
| 1Y | +24.8% | -16.8% | +41.7% | +27.4% |
| All | +129.7% | -27.9% | +157.6% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling