+124.3%
GLDM vs FE
+46.2%
+78.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | -1.7% | +6.4% | -8.1% | -2.6% |
| 3M | -3.5% | -0.5% | -3.1% | -3.5% |
| 6M | -10.1% | +4.7% | -14.8% | -10.8% |
| YTD | -5.0% | +8.4% | -13.4% | -6.3% |
| 1Y | +2.8% | +7.2% | -4.5% | +1.6% |
| 3Y | +105.1% | +44.9% | +60.2% | +93.2% |
| 5Y | +124.3% | +46.3% | +78.0% | +112.9% |
| All | +124.3% | +46.2% | +78.1% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling