+204.3%
GLDM vs FND
-0.8%
+205.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -2.6% |
| 7D | -5.5% | -5.1% | -0.4% | -5.3% |
| 30D | -7.0% | +9.2% | -16.2% | -7.3% |
| 3M | -12.3% | -17.7% | +5.4% | -11.8% |
| 6M | -17.9% | +2.5% | -20.4% | -18.1% |
| YTD | -10.3% | -19.8% | +9.5% | -9.9% |
| 1Y | -7.8% | -22.7% | +14.9% | -7.4% |
| 3Y | +99.5% | -38.3% | +137.8% | +100.7% |
| 5Y | +106.5% | -63.0% | +169.4% | +108.9% |
| All | +204.3% | -0.8% | +205.1% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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