-37.1%
FISV vs GLDM
+121.8%
-158.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +25.7% | +4.7% | +21.1% | +26.1% |
| 30D | +38.8% | -0.9% | +39.6% | +38.7% |
| 3M | +16.2% | -4.3% | +20.5% | +15.9% |
| 6M | +12.1% | -13.4% | +25.5% | +11.5% |
| YTD | -6.4% | -5.8% | -0.6% | -7.1% |
| 1Y | +2.0% | +2.1% | 0.0% | +1.2% |
| 3Y | -47.4% | +105.0% | -152.5% | -50.9% |
| All | -37.1% | +121.8% | -158.9% | -44.6% |
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