+248.5%
GLDM vs FDS
+61.5%
+186.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.9% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +4.4% | +9.0% | -4.6% | +4.3% |
| 3M | -1.1% | +18.9% | -19.9% | -1.3% |
| 6M | -13.7% | +35.1% | -48.8% | -14.1% |
| YTD | +2.8% | +5.5% | -2.7% | +3.0% |
| 1Y | +24.8% | -16.8% | +41.7% | +26.2% |
| 3Y | +127.8% | -28.1% | +155.9% | +131.1% |
| 5Y | +141.1% | -17.4% | +158.6% | +142.8% |
| All | +248.5% | +61.5% | +186.9% | +255.2% |
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 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