+124.8%
GLDM vs FTV
+16.4%
+108.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.7% |
| 7D | +5.0% | +0.4% | +4.6% | +4.9% |
| 30D | -1.3% | +17.2% | -18.5% | -2.1% |
| 3M | -4.7% | +8.9% | -13.6% | -5.1% |
| 6M | -12.4% | +11.3% | -23.7% | -12.9% |
| YTD | -4.1% | +21.9% | -26.0% | -5.0% |
| 1Y | +3.3% | +31.6% | -28.2% | +2.1% |
| 3Y | +110.9% | +38.1% | +72.9% | +107.6% |
| 5Y | +124.8% | +15.7% | +109.1% | +126.7% |
| All | +124.8% | +16.4% | +108.4% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling