+216.8%
GLDM vs FTI
+203.1%
+13.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | +2.9% | -3.3% | +6.1% | +2.9% |
| 30D | -3.9% | -7.2% | +3.3% | -3.8% |
| 3M | -8.1% | -12.9% | +4.7% | -7.9% |
| 6M | -14.7% | -7.9% | -6.8% | -14.6% |
| YTD | -6.6% | +45.2% | -51.7% | -7.3% |
| 1Y | -2.1% | +48.1% | -50.1% | -2.8% |
| 3Y | +107.7% | +205.0% | -97.3% | +103.4% |
| 5Y | +116.5% | +838.8% | -722.3% | +109.3% |
| All | +216.8% | +203.1% | +13.6% | +204.2% |
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