+222.0%
GLDM vs FDS
+82.1%
+139.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +1.9% | +6.4% | -4.5% | +1.8% |
| 30D | -1.7% | +25.2% | -26.9% | -2.0% |
| 3M | -3.5% | +22.9% | -26.5% | -3.8% |
| 6M | -10.1% | +56.5% | -66.6% | -10.7% |
| YTD | -5.0% | +19.0% | -24.0% | -5.0% |
| 1Y | +2.8% | +32.7% | -29.9% | +2.4% |
| 3Y | +105.1% | -20.4% | +125.5% | +107.9% |
| 5Y | +124.3% | -19.6% | +143.9% | +126.9% |
| All | +222.0% | +82.1% | +139.9% | +227.7% |
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