-35.6%
FIS vs GLDM
-11.0%
-24.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.7% | -27.3% | -22.1% |
| 7D | -18.4% | -0.3% | -18.1% | -17.3% |
| 30D | -11.4% | -1.9% | -9.5% | -10.3% |
| 3M | -32.0% | -0.4% | -31.6% | -31.0% |
| 6M | -35.6% | -10.1% | -25.5% | -34.9% |
| All | -35.6% | -11.0% | -24.6% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling