+219.4%
GLDM vs FTV
+38.8%
+180.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | +0.2% | +4.4% | +4.7% |
| 30D | -0.9% | +15.7% | -16.5% | -1.2% |
| 3M | -4.3% | +7.5% | -11.8% | -4.5% |
| 6M | -13.4% | +8.5% | -21.9% | -13.6% |
| YTD | -5.8% | +18.8% | -24.6% | -6.2% |
| 1Y | +2.1% | +28.5% | -26.5% | +1.6% |
| 3Y | +105.0% | +34.0% | +71.0% | +103.9% |
| 5Y | +122.5% | +12.6% | +109.9% | +121.2% |
| All | +219.4% | +38.8% | +180.6% | +205.1% |
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