+105.0%
GLDM vs FFIV
+102.2%
+2.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +4.7% | -8.1% | +12.8% | +5.2% |
| 30D | -0.9% | -33.4% | +32.5% | +1.7% |
| 3M | -4.3% | -24.7% | +20.4% | -2.8% |
| 6M | -13.4% | -8.8% | -4.5% | -13.1% |
| YTD | -5.8% | +21.8% | -27.6% | -7.2% |
| 1Y | +2.1% | +25.3% | -23.2% | +0.5% |
| 3Y | +105.0% | +101.2% | +3.9% | +91.0% |
| All | +105.0% | +102.2% | +2.8% | +91.0% |
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 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