+147.5%
GLDM vs FRSH
-72.4%
+219.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | +0.2% | -9.6% | +9.7% | +0.1% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | +3.3% | +27.2% | -23.9% | +3.4% |
| 6M | -14.5% | +42.2% | -56.7% | -14.4% |
| YTD | +1.9% | -2.6% | +4.6% | +2.2% |
| 1Y | +21.1% | -10.2% | +31.3% | +21.5% |
| 3Y | +128.6% | -45.5% | +174.1% | +129.8% |
| All | +147.5% | -72.4% | +219.9% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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