-15.2%
FISV vs GLDM
+219.1%
-234.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +25.7% | +4.7% | +21.1% | +25.9% |
| 30D | +38.8% | -0.9% | +39.6% | +38.7% |
| 3M | +16.2% | -4.3% | +20.5% | +16.0% |
| 6M | +12.1% | -13.4% | +25.5% | +11.8% |
| YTD | -6.4% | -5.8% | -0.6% | -6.9% |
| 1Y | +2.0% | +2.1% | 0.0% | +1.3% |
| 3Y | -47.4% | +105.0% | -152.5% | -49.9% |
| 5Y | -37.3% | +122.5% | -159.8% | -41.1% |
| All | -15.2% | +219.1% | -234.3% | -11.5% |
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