+204.7%
GLDM vs FTV
+44.2%
+160.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +3.9% | -8.5% | -4.7% |
| 30D | -5.5% | +18.7% | -24.1% | -5.8% |
| 3M | -10.9% | +10.0% | -20.9% | -11.1% |
| 6M | -17.3% | +14.6% | -31.9% | -17.6% |
| YTD | -10.2% | +23.4% | -33.6% | -10.6% |
| 1Y | -6.9% | +31.3% | -38.2% | -7.4% |
| 3Y | +98.7% | +39.8% | +58.9% | +97.4% |
| 5Y | +106.7% | +17.7% | +89.1% | +105.3% |
| All | +204.7% | +44.2% | +160.4% | +190.8% |
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