+219.3%
GLDM vs FDS
+83.0%
+136.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.6% |
| 7D | -0.3% | +9.4% | -9.7% | -0.4% |
| 30D | -1.9% | +23.8% | -25.6% | -2.1% |
| 3M | -0.4% | +25.1% | -25.5% | -0.6% |
| 6M | -10.1% | +53.8% | -63.9% | -10.6% |
| YTD | -5.8% | +19.6% | -25.4% | -5.8% |
| 1Y | +3.1% | +31.6% | -28.5% | +2.7% |
| 3Y | +103.4% | -20.0% | +123.4% | +106.2% |
| 5Y | +125.5% | -18.6% | +144.1% | +128.1% |
| All | +219.3% | +83.0% | +136.2% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling