-52.9%
FIS vs GLDM
+2.8%
-55.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.0% |
| 7D | -21.2% | +1.9% | -23.0% | -20.2% |
| 30D | -12.1% | -1.7% | -10.4% | -11.6% |
| 3M | -30.6% | -3.5% | -27.1% | -30.4% |
| 6M | -35.5% | -10.1% | -25.4% | -36.1% |
| YTD | -54.4% | -5.0% | -49.3% | -55.2% |
| 1Y | -52.9% | +2.8% | -55.7% | -55.8% |
| All | -52.9% | +2.8% | -55.7% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling