+219.4%
GLDM vs FTI
+198.3%
+21.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.9% |
| 7D | +4.7% | -7.6% | +12.3% | +4.8% |
| 30D | -0.9% | -7.1% | +6.3% | -0.7% |
| 3M | -4.3% | -8.7% | +4.4% | -4.1% |
| 6M | -13.4% | -14.0% | +0.6% | -13.2% |
| YTD | -5.8% | +42.8% | -48.7% | -6.5% |
| 1Y | +2.1% | +50.4% | -48.3% | +1.3% |
| 3Y | +105.0% | +194.1% | -89.1% | +100.9% |
| 5Y | +122.5% | +775.2% | -652.7% | +115.2% |
| All | +219.4% | +198.3% | +21.1% | +206.8% |
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