+5.0%
GLDM vs FRMI
-93.8%
+98.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +4.7% | -39.8% | +44.5% | +7.2% |
| 30D | -0.9% | -60.5% | +59.6% | +3.6% |
| 3M | -4.3% | -74.6% | +70.3% | +2.1% |
| 6M | -13.4% | -71.8% | +58.4% | -8.8% |
| YTD | -5.8% | -80.4% | +74.6% | +0.6% |
| 1Y | +2.1% | -93.9% | +95.9% | +12.1% |
| All | +5.0% | -93.8% | +98.8% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling