-70.4%
FIS vs GLDM
+126.2%
-196.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.1% |
| 7D | -21.2% | +1.9% | -23.0% | -20.8% |
| 30D | -12.1% | -1.7% | -10.4% | -11.8% |
| 3M | -30.6% | -3.5% | -27.1% | -30.5% |
| 6M | -35.5% | -10.1% | -25.4% | -35.5% |
| YTD | -54.4% | -5.0% | -49.3% | -54.7% |
| 1Y | -52.9% | +2.8% | -55.7% | -53.4% |
| 3Y | -38.7% | +105.1% | -143.8% | -41.3% |
| 5Y | -70.4% | +124.3% | -194.7% | -74.3% |
| All | -70.4% | +126.2% | -196.6% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling