+149.5%
GLDM vs FRSH
-70.6%
+220.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.9% |
| 7D | -0.5% | -8.2% | +7.6% | -0.6% |
| 30D | +4.4% | +10.5% | -6.1% | +4.5% |
| 3M | -1.1% | +32.7% | -33.8% | -1.0% |
| 6M | -13.7% | +50.3% | -64.0% | -13.6% |
| YTD | +2.8% | +3.9% | -1.2% | +3.1% |
| 1Y | +24.8% | -2.2% | +27.0% | +25.3% |
| 3Y | +127.8% | -42.9% | +170.7% | +129.0% |
| All | +149.5% | -70.6% | +220.1% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling