+2.8%
GLDM vs FFIV
+28.8%
-26.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.4% |
| 7D | +1.9% | -14.2% | +16.1% | +3.6% |
| 30D | -1.7% | -33.6% | +32.0% | +2.4% |
| 3M | -3.5% | -24.2% | +20.7% | -1.4% |
| 6M | -10.1% | -8.3% | -1.8% | -10.6% |
| YTD | -5.0% | +22.1% | -27.2% | -11.3% |
| 1Y | +2.8% | +26.5% | -23.7% | -3.7% |
| All | +2.8% | +28.8% | -26.0% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling