+98.7%
GLDM vs FTV
+39.2%
+59.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +3.9% | -8.5% | -4.8% |
| 30D | -5.5% | +18.7% | -24.1% | -6.4% |
| 3M | -10.9% | +10.0% | -20.9% | -11.4% |
| 6M | -17.3% | +14.6% | -31.9% | -18.0% |
| YTD | -10.2% | +23.4% | -33.6% | -11.2% |
| 1Y | -6.9% | +31.3% | -38.2% | -8.3% |
| 3Y | +98.7% | +39.8% | +58.9% | +95.5% |
| All | +98.7% | +39.2% | +59.5% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling