+106.7%
GLDM vs FTI
+182.6%
-75.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.4% | +1.1% |
| 7D | +1.9% | -8.0% | +9.9% | +2.3% |
| 30D | -1.7% | -11.9% | +10.2% | -1.0% |
| 3M | -3.5% | -11.0% | +7.5% | -2.9% |
| 6M | -10.1% | -17.8% | +7.7% | -9.1% |
| YTD | -5.0% | +38.5% | -43.6% | -6.9% |
| 1Y | +2.8% | +45.9% | -43.2% | +0.5% |
| All | +106.7% | +182.6% | -75.9% | +90.9% |
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