+107.7%
GLDM vs GFS
-20.2%
+127.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.7% |
| 7D | +2.9% | -5.3% | +8.2% | +3.1% |
| 30D | -3.9% | -15.8% | +11.9% | -3.0% |
| 3M | -8.1% | -18.6% | +10.5% | -7.2% |
| 6M | -14.7% | -45.0% | +30.3% | -12.4% |
| YTD | -6.6% | +16.8% | -23.4% | -6.7% |
| 1Y | -2.1% | +17.8% | -19.8% | -2.2% |
| 3Y | +107.7% | -21.5% | +129.2% | +111.6% |
| All | +107.7% | -20.2% | +127.8% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling