+219.4%
GLDM vs FFIV
+82.2%
+137.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -8.1% | +12.8% | +5.0% |
| 30D | -0.9% | -33.4% | +32.5% | +0.4% |
| 3M | -4.3% | -24.7% | +20.4% | -3.5% |
| 6M | -13.4% | -8.8% | -4.5% | -13.2% |
| YTD | -5.8% | +21.8% | -27.6% | -6.4% |
| 1Y | +2.1% | +25.3% | -23.2% | +1.4% |
| 3Y | +105.0% | +101.2% | +3.9% | +100.7% |
| 5Y | +122.5% | +40.2% | +82.3% | +117.4% |
| All | +219.4% | +82.2% | +137.2% | +210.0% |
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