-10.1%
GLDM vs GFS
-47.9%
+37.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.9% | +10.7% | +1.7% |
| 7D | +1.9% | -20.7% | +22.6% | +4.1% |
| 30D | -1.7% | -25.2% | +23.5% | +1.0% |
| 3M | -3.5% | -26.3% | +22.8% | -1.1% |
| 6M | -10.1% | -50.7% | +40.6% | -5.2% |
| All | -10.1% | -47.9% | +37.8% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling