+129.7%
GLDM vs FTI
+314.3%
-184.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -0.5% | +5.3% | -5.8% | -0.8% |
| 30D | +4.4% | +15.3% | -10.9% | +3.5% |
| 3M | -1.1% | +15.8% | -16.8% | -2.0% |
| 6M | -13.7% | +22.6% | -36.2% | -15.0% |
| YTD | +2.8% | +79.5% | -76.8% | -1.0% |
| 1Y | +24.8% | +102.0% | -77.2% | +19.6% |
| All | +129.7% | +314.3% | -184.7% | +106.6% |
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