+248.5%
GLDM vs FTI
+274.9%
-26.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.5% | +5.3% | -5.8% | -0.6% |
| 30D | +4.4% | +15.3% | -10.9% | +4.1% |
| 3M | -1.1% | +15.8% | -16.8% | -1.4% |
| 6M | -13.7% | +22.6% | -36.2% | -14.1% |
| YTD | +2.8% | +79.5% | -76.8% | +1.6% |
| 1Y | +24.8% | +102.0% | -77.2% | +23.2% |
| 3Y | +127.8% | +315.8% | -188.0% | +121.9% |
| 5Y | +141.1% | +1,129.5% | -988.4% | +132.2% |
| All | +248.5% | +274.9% | -26.5% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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