+219.4%
GLDM vs FE
+79.6%
+139.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +4.7% | -1.0% | +5.7% | +4.7% |
| 30D | -0.9% | +4.1% | -5.0% | -1.2% |
| 3M | -4.3% | -1.0% | -3.3% | -4.3% |
| 6M | -13.4% | +4.0% | -17.4% | -13.7% |
| YTD | -5.8% | +6.8% | -12.6% | -6.3% |
| 1Y | +2.1% | +5.3% | -3.2% | +1.7% |
| 3Y | +105.0% | +44.6% | +60.4% | +100.1% |
| 5Y | +122.5% | +44.2% | +78.3% | +117.1% |
| All | +219.4% | +79.6% | +139.8% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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