+3.1%
GLDM vs GFS
+15.5%
-12.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.9% | +9.6% | +4.3% |
| 7D | -0.3% | -12.5% | +12.2% | +1.1% |
| 30D | -1.9% | -16.9% | +15.1% | 0.0% |
| 3M | -0.4% | -22.3% | +21.9% | +1.9% |
| 6M | -10.1% | -40.2% | +30.2% | -6.3% |
| YTD | -5.8% | +16.0% | -21.8% | -8.3% |
| 1Y | +3.1% | +17.7% | -14.6% | -0.3% |
| All | +3.1% | +15.5% | -12.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling