+248.5%
GLDM vs FN
+1,054.8%
-806.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.0% |
| 7D | -0.5% | -1.7% | +1.1% | -0.5% |
| 30D | +4.4% | -22.0% | +26.4% | +5.0% |
| 3M | -1.1% | -43.0% | +41.9% | +0.1% |
| 6M | -13.7% | -27.7% | +14.1% | -13.2% |
| YTD | +2.8% | -10.5% | +13.3% | +2.8% |
| 1Y | +24.8% | +12.5% | +12.4% | +24.3% |
| 3Y | +127.8% | +153.8% | -26.0% | +122.7% |
| 5Y | +141.1% | +288.0% | -146.9% | +134.0% |
| All | +248.5% | +1,054.8% | -806.3% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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