-28.6%
FISV vs GLDM
+248.1%
-276.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.4% |
| 30D | -2.1% | +4.4% | -6.5% | -1.9% |
| 3M | -5.7% | -1.1% | -4.7% | -5.6% |
| 6M | -15.3% | -13.7% | -1.7% | -15.3% |
| YTD | -21.1% | +2.8% | -23.9% | -21.3% |
| 1Y | -61.1% | +24.8% | -85.9% | -61.4% |
| 3Y | -56.8% | +127.8% | -184.7% | -58.8% |
| 5Y | -54.2% | +141.1% | -195.3% | -56.8% |
| All | -28.6% | +248.1% | -276.7% | -25.2% |
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