+204.7%
GLDM vs FTI
+211.2%
-6.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | +0.1% |
| 7D | -4.6% | +4.3% | -8.9% | -4.7% |
| 30D | -5.5% | -4.7% | -0.8% | -5.4% |
| 3M | -10.9% | -13.5% | +2.7% | -10.6% |
| 6M | -17.3% | -8.7% | -8.6% | -17.2% |
| YTD | -10.2% | +49.0% | -59.2% | -10.9% |
| 1Y | -6.9% | +54.0% | -61.0% | -7.7% |
| 3Y | +98.7% | +211.6% | -113.0% | +94.4% |
| 5Y | +106.7% | +881.9% | -775.1% | +99.8% |
| All | +204.7% | +211.2% | -6.5% | +192.4% |
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