+138.8%
GLDM vs FGI
-70.4%
+209.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | -0.5% | +0.5% | -1.1% | -0.5% |
| 30D | +4.4% | +65.4% | -61.0% | +3.7% |
| 3M | -1.1% | +23.5% | -24.6% | -1.5% |
| 6M | -13.7% | +60.5% | -74.2% | -15.0% |
| YTD | +2.8% | +30.0% | -27.2% | +1.3% |
| 1Y | +24.8% | +82.1% | -57.2% | +21.8% |
| 3Y | +127.8% | -4.4% | +132.2% | +120.7% |
| All | +138.8% | -70.4% | +209.1% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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