+98.7%
GLDM vs FRSH
-27.1%
+125.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.6% | +4.6% | -9.2% | -4.5% |
| 30D | -5.5% | -7.5% | +2.0% | -5.6% |
| 3M | -10.9% | -0.1% | -10.8% | -10.8% |
| 6M | -17.3% | +54.5% | -71.8% | -16.8% |
| YTD | -10.2% | +3.4% | -13.6% | -9.2% |
| 1Y | -6.9% | +6.4% | -13.3% | -6.0% |
| 3Y | +98.7% | -26.3% | +124.9% | +98.6% |
| All | +98.7% | -27.1% | +125.8% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling