-41.4%
FIS vs GLDM
+106.4%
-147.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.5% |
| 7D | -27.4% | +2.9% | -30.3% | -27.0% |
| 30D | -16.8% | -3.9% | -12.9% | -16.8% |
| 3M | -32.6% | -8.1% | -24.5% | -32.8% |
| 6M | -33.4% | -14.7% | -18.7% | -33.7% |
| YTD | -56.0% | -6.6% | -49.5% | -56.6% |
| 1Y | -55.1% | -2.1% | -53.0% | -55.9% |
| 3Y | -41.4% | +107.7% | -149.1% | -51.9% |
| All | -41.4% | +106.4% | -147.9% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling