+146.5%
FITB vs GLDM
+219.1%
-72.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.5% | +4.7% | -6.2% | -1.3% |
| 30D | +5.8% | -0.9% | +6.7% | +5.8% |
| 3M | -6.1% | -4.3% | -1.8% | -6.3% |
| 6M | +5.9% | -13.4% | +19.3% | +5.1% |
| YTD | +16.1% | -5.8% | +21.9% | +16.2% |
| 1Y | +28.8% | +2.1% | +26.8% | +30.1% |
| 3Y | +126.0% | +105.0% | +21.0% | +143.0% |
| 5Y | +45.3% | +122.5% | -77.2% | +55.8% |
| All | +146.5% | +219.1% | -72.5% | +200.0% |
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