+106.7%
GLDM vs FFIV
+102.8%
+3.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +1.2% |
| 7D | +1.9% | -14.2% | +16.1% | +2.9% |
| 30D | -1.7% | -33.6% | +32.0% | +0.8% |
| 3M | -3.5% | -24.2% | +20.7% | -2.0% |
| 6M | -10.1% | -8.3% | -1.8% | -9.7% |
| YTD | -5.0% | +22.1% | -27.2% | -6.5% |
| 1Y | +2.8% | +26.5% | -23.7% | +1.1% |
| All | +106.7% | +102.8% | +3.9% | +92.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling