+47.5%
FITB vs GLDM
+107.1%
-59.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.8% | -4.6% | +7.4% | +2.7% |
| 30D | +9.8% | -5.5% | +15.3% | +9.7% |
| 3M | -5.2% | -10.9% | +5.7% | -5.3% |
| 6M | +17.3% | -17.3% | +34.7% | +17.0% |
| YTD | +19.3% | -10.2% | +29.5% | +19.5% |
| 1Y | +32.7% | -6.9% | +39.6% | +33.3% |
| 3Y | +141.6% | +98.7% | +42.9% | +148.9% |
| All | +47.5% | +107.1% | -59.6% | +35.5% |
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 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