+3.1%
GLDM vs FRMI
-93.1%
+96.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -10.6% | +14.2% | +4.2% |
| 7D | -0.3% | -39.7% | +39.5% | +2.4% |
| 30D | -1.9% | -55.2% | +53.3% | +2.2% |
| 3M | -0.4% | -71.2% | +70.8% | +5.9% |
| 6M | -10.1% | -64.1% | +54.0% | -6.3% |
| YTD | -5.8% | -77.2% | +71.4% | +0.4% |
| 1Y | +3.1% | -93.2% | +96.3% | +13.8% |
| All | +3.1% | -93.1% | +96.2% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling