+121.8%
GLDM vs FTI
+776.4%
-654.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -1.0% |
| 7D | +4.7% | -7.6% | +12.3% | +5.0% |
| 30D | -0.9% | -7.1% | +6.3% | -0.5% |
| 3M | -4.3% | -8.7% | +4.4% | -3.9% |
| 6M | -13.4% | -14.0% | +0.6% | -12.9% |
| YTD | -5.8% | +42.8% | -48.7% | -7.5% |
| 1Y | +2.1% | +50.4% | -48.3% | 0.0% |
| 3Y | +105.0% | +194.1% | -89.1% | +93.7% |
| All | +121.8% | +776.4% | -654.6% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling