+225.3%
GLDM vs FTV
+42.5%
+182.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.8% |
| 7D | +5.0% | +0.4% | +4.6% | +5.0% |
| 30D | -1.3% | +17.2% | -18.5% | -1.6% |
| 3M | -4.7% | +8.9% | -13.6% | -4.9% |
| 6M | -12.4% | +11.3% | -23.7% | -12.6% |
| YTD | -4.1% | +21.9% | -26.0% | -4.5% |
| 1Y | +3.3% | +31.6% | -28.2% | +2.8% |
| 3Y | +110.9% | +38.1% | +72.9% | +109.7% |
| 5Y | +124.8% | +15.7% | +109.1% | +123.3% |
| All | +225.3% | +42.5% | +182.8% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling