+204.3%
GLDM vs FTI
+204.9%
-0.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -5.5% | +5.4% | -10.9% | -5.6% |
| 30D | -7.0% | -8.2% | +1.2% | -6.8% |
| 3M | -12.3% | -13.7% | +1.4% | -12.0% |
| 6M | -17.9% | -11.2% | -6.7% | -17.8% |
| YTD | -10.3% | +46.0% | -56.3% | -10.9% |
| 1Y | -7.8% | +51.8% | -59.6% | -8.5% |
| 3Y | +99.5% | +206.7% | -107.3% | +95.3% |
| 5Y | +106.5% | +862.0% | -755.5% | +99.6% |
| All | +204.3% | +204.9% | -0.6% | +192.1% |
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