+121.8%
GLDM vs GFS
-38.3%
+160.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.0% |
| 7D | +4.7% | -7.8% | +12.5% | +4.9% |
| 30D | -0.9% | -19.7% | +18.8% | -0.1% |
| 3M | -4.3% | -23.1% | +18.8% | -3.5% |
| 6M | -13.4% | -46.4% | +33.0% | -11.8% |
| YTD | -5.8% | +11.0% | -16.8% | -5.7% |
| 1Y | +2.1% | +12.6% | -10.6% | +2.2% |
| 3Y | +105.0% | -24.9% | +130.0% | +105.8% |
| All | +121.8% | -38.3% | +160.0% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling