+204.7%
GLDM vs FFIV
+81.2%
+123.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.6% |
| 30D | -5.5% | -32.4% | +26.9% | -4.3% |
| 3M | -10.9% | -25.7% | +14.8% | -10.1% |
| 6M | -17.3% | -13.5% | -3.8% | -17.0% |
| YTD | -10.2% | +21.1% | -31.3% | -10.7% |
| 1Y | -6.9% | +29.4% | -36.4% | -7.6% |
| 3Y | +98.7% | +94.9% | +3.8% | +94.6% |
| 5Y | +106.7% | +34.7% | +72.0% | +102.0% |
| All | +204.7% | +81.2% | +123.5% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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