-31.4%
FISV vs GLDM
+242.2%
-273.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -4.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.5% |
| 30D | -3.0% | +0.3% | -3.3% | -2.9% |
| 3M | -3.5% | +0.7% | -4.2% | -3.4% |
| 6M | -19.4% | -15.4% | -4.0% | -19.5% |
| YTD | -24.3% | +1.0% | -25.3% | -24.5% |
| 1Y | -62.4% | +19.7% | -82.1% | -62.7% |
| 3Y | -58.2% | +126.5% | -184.7% | -60.1% |
| 5Y | -56.5% | +142.5% | -199.0% | -59.1% |
| All | -31.4% | +242.2% | -273.6% | -28.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling