-66.8%
FIS vs GLDM
+219.0%
-285.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.7% | -27.3% | -23.5% |
| 7D | -18.4% | -0.3% | -18.1% | -18.3% |
| 30D | -11.4% | -1.9% | -9.5% | -11.2% |
| 3M | -32.0% | -0.4% | -31.6% | -31.9% |
| 6M | -35.6% | -10.1% | -25.5% | -35.4% |
| YTD | -53.8% | -5.8% | -47.9% | -54.1% |
| 1Y | -51.1% | +3.1% | -54.2% | -51.8% |
| 3Y | -37.9% | +103.4% | -141.3% | -42.7% |
| 5Y | -69.6% | +125.5% | -195.1% | -72.7% |
| All | -66.8% | +219.0% | -285.7% | -68.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling