+127.8%
FITB vs GLDM
+105.8%
+21.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.3% |
| 7D | -1.8% | +1.9% | -3.7% | -1.9% |
| 30D | +4.8% | -1.7% | +6.5% | +4.8% |
| 3M | -6.4% | -3.5% | -2.9% | -6.4% |
| 6M | +7.9% | -10.1% | +18.0% | +8.2% |
| YTD | +17.0% | -5.0% | +22.0% | +17.0% |
| 1Y | +29.9% | +2.8% | +27.1% | +30.2% |
| All | +127.8% | +105.8% | +21.9% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling