-67.9%
FIS vs GLDM
+219.1%
-287.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.3% |
| 7D | -25.5% | +4.7% | -30.1% | -25.3% |
| 30D | -15.1% | -0.9% | -14.2% | -14.9% |
| 3M | -32.1% | -4.3% | -27.8% | -32.0% |
| 6M | -36.1% | -13.4% | -22.7% | -35.9% |
| YTD | -55.4% | -5.8% | -49.6% | -55.7% |
| 1Y | -53.9% | +2.1% | -55.9% | -54.5% |
| 3Y | -39.8% | +105.0% | -144.8% | -44.5% |
| 5Y | -71.1% | +122.5% | -193.6% | -74.1% |
| All | -67.9% | +219.1% | -287.0% | -69.9% |
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