+222.0%
GLDM vs FN
+730.4%
-508.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.1% | +1.2% |
| 7D | +1.9% | -16.0% | +17.9% | +2.3% |
| 30D | -1.7% | -40.1% | +38.4% | -0.4% |
| 3M | -3.5% | -43.9% | +40.4% | -2.2% |
| 6M | -10.1% | -55.6% | +45.6% | -8.5% |
| YTD | -5.0% | -35.7% | +30.6% | -4.3% |
| 1Y | +2.8% | -39.8% | +42.6% | +3.7% |
| 3Y | +105.1% | +80.3% | +24.8% | +102.1% |
| 5Y | +124.3% | +143.3% | -19.0% | +119.7% |
| All | +222.0% | +730.4% | -508.4% | +209.5% |
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