+110.9%
GLDM vs FTI
+210.5%
-99.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.8% |
| 7D | +5.0% | -4.3% | +9.3% | +5.2% |
| 30D | -1.3% | -8.0% | +6.7% | -0.8% |
| 3M | -4.7% | -8.0% | +3.3% | -4.2% |
| 6M | -12.4% | -8.7% | -3.7% | -12.0% |
| YTD | -4.1% | +43.9% | -47.9% | -6.1% |
| 1Y | +3.3% | +49.8% | -46.5% | +0.9% |
| 3Y | +110.9% | +211.7% | -100.8% | +95.3% |
| All | +110.9% | +210.5% | -99.6% | +95.3% |
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