+222.0%
GLDM vs FND
+4.6%
+217.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.5% | +1.0% |
| 7D | +1.9% | +2.2% | -0.4% | +1.8% |
| 30D | -1.7% | +9.6% | -11.3% | -2.0% |
| 3M | -3.5% | -17.9% | +14.4% | -3.0% |
| 6M | -10.1% | +6.6% | -16.6% | -10.4% |
| YTD | -5.0% | -15.5% | +10.4% | -4.9% |
| 1Y | +2.8% | -16.2% | +19.0% | +3.0% |
| 3Y | +105.1% | -36.3% | +141.4% | +106.1% |
| 5Y | +124.3% | -61.4% | +185.7% | +126.5% |
| All | +222.0% | +4.6% | +217.4% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling