+248.5%
GLDM vs FTV
+20.9%
+227.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | -4.5% | +4.0% | -0.4% |
| 30D | +4.4% | -7.1% | +11.5% | +4.5% |
| 3M | -1.1% | -7.2% | +6.1% | -0.9% |
| 6M | -13.7% | -1.5% | -12.2% | -13.7% |
| YTD | +2.8% | +3.5% | -0.7% | +2.7% |
| 1Y | +24.8% | +20.3% | +4.5% | +24.5% |
| 3Y | +127.8% | -3.1% | +130.9% | +127.6% |
| 5Y | +141.1% | +2.3% | +138.8% | +140.5% |
| All | +248.5% | +20.9% | +227.5% | +233.9% |
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