+105.0%
GLDM vs FTI
+191.5%
-86.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | +4.7% | -7.6% | +12.3% | +5.1% |
| 30D | -0.9% | -7.1% | +6.3% | -0.5% |
| 3M | -4.3% | -8.7% | +4.4% | -3.8% |
| 6M | -13.4% | -14.0% | +0.6% | -12.7% |
| YTD | -5.8% | +42.8% | -48.7% | -7.8% |
| 1Y | +2.1% | +50.4% | -48.3% | -0.4% |
| 3Y | +105.0% | +194.1% | -89.1% | +89.1% |
| All | +105.0% | +191.5% | -86.4% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling