+225.3%
GLDM vs FND
+8.4%
+217.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.7% |
| 7D | +5.0% | +8.5% | -3.6% | +4.6% |
| 30D | -1.3% | +17.2% | -18.5% | -1.9% |
| 3M | -4.7% | -14.9% | +10.2% | -4.3% |
| 6M | -12.4% | +3.1% | -15.5% | -12.7% |
| YTD | -4.1% | -12.4% | +8.4% | -4.0% |
| 1Y | +3.3% | -10.0% | +13.4% | +3.3% |
| 3Y | +110.9% | -31.3% | +142.3% | +111.5% |
| 5Y | +124.8% | -60.3% | +185.1% | +126.8% |
| All | +225.3% | +8.4% | +217.0% | +220.0% |
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