-66.3%
FIS vs GLDM
+212.7%
-279.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.2% | +7.9% | +6.7% |
| 7D | +1.5% | -2.0% | +3.5% | +1.4% |
| 30D | -11.8% | -4.4% | -7.4% | -11.8% |
| 3M | -28.5% | -8.8% | -19.7% | -28.5% |
| 6M | -27.0% | -15.9% | -11.2% | -26.9% |
| YTD | -53.1% | -7.7% | -45.4% | -53.4% |
| 1Y | -52.8% | -3.6% | -49.2% | -53.3% |
| 3Y | -37.5% | +105.2% | -142.7% | -42.5% |
| 5Y | -71.1% | +112.8% | -183.8% | -74.0% |
| All | -66.3% | +212.7% | -279.0% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling