+133.0%
GLDM vs FRSH
-72.2%
+205.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +5.0% | -15.5% | +20.5% | +4.9% |
| 30D | -1.3% | -13.7% | +12.4% | -1.4% |
| 3M | -4.7% | +1.4% | -6.1% | -4.7% |
| 6M | -12.4% | +36.0% | -48.4% | -12.3% |
| YTD | -4.1% | -2.0% | -2.1% | -3.8% |
| 1Y | +3.3% | +7.3% | -4.0% | +3.5% |
| 3Y | +110.9% | -29.6% | +140.5% | +111.7% |
| 5Y | +124.8% | -69.2% | +194.0% | +124.6% |
| All | +133.0% | -72.2% | +205.2% | +133.6% |
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