+126.7%
GLDM vs GFS
-22.3%
+149.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.9% | +10.7% | +1.2% |
| 7D | +1.9% | -20.7% | +22.6% | +2.7% |
| 30D | -1.7% | -25.2% | +23.5% | -0.7% |
| 3M | -3.5% | -26.3% | +22.8% | -2.6% |
| 6M | -10.1% | -50.7% | +40.6% | -8.2% |
| YTD | -5.0% | +4.5% | -9.6% | -4.7% |
| 1Y | +2.8% | +2.5% | +0.3% | +3.2% |
| 3Y | +105.1% | -30.9% | +136.0% | +106.4% |
| 5Y | +124.3% | -42.6% | +166.9% | +126.7% |
| All | +126.7% | -22.3% | +149.0% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling