+219.3%
GLDM vs FFIV
+93.2%
+126.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | -0.3% | -9.8% | +9.5% | +0.1% |
| 30D | -1.9% | -28.1% | +26.2% | -0.8% |
| 3M | -0.4% | -20.0% | +19.6% | +0.3% |
| 6M | -10.1% | -0.1% | -10.0% | -10.1% |
| YTD | -5.8% | +29.2% | -35.0% | -6.6% |
| 1Y | +3.1% | +36.6% | -33.5% | +2.2% |
| 3Y | +103.4% | +114.0% | -10.6% | +98.7% |
| 5Y | +125.5% | +48.1% | +77.4% | +119.9% |
| All | +219.3% | +93.2% | +126.1% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling