+222.0%
GLDM vs FTV
+38.9%
+183.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.9% |
| 7D | +1.9% | -0.6% | +2.5% | +1.9% |
| 30D | -1.7% | +13.0% | -14.7% | -1.9% |
| 3M | -3.5% | +6.8% | -10.3% | -3.7% |
| 6M | -10.1% | +8.0% | -18.1% | -10.2% |
| YTD | -5.0% | +18.9% | -23.9% | -5.4% |
| 1Y | +2.8% | +30.8% | -28.0% | +2.3% |
| 3Y | +105.1% | +33.4% | +71.7% | +104.0% |
| 5Y | +124.3% | +12.7% | +111.6% | +123.0% |
| All | +222.0% | +38.9% | +183.0% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling