+46.4%
FITB vs GLDM
+126.2%
-79.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.3% |
| 7D | -1.8% | +1.9% | -3.7% | -1.8% |
| 30D | +4.8% | -1.7% | +6.5% | +4.7% |
| 3M | -6.4% | -3.5% | -2.9% | -6.5% |
| 6M | +7.9% | -10.1% | +18.0% | +7.7% |
| YTD | +17.0% | -5.0% | +22.0% | +17.2% |
| 1Y | +29.9% | +2.8% | +27.1% | +31.0% |
| 3Y | +124.8% | +105.1% | +19.7% | +130.8% |
| 5Y | +46.4% | +124.3% | -77.9% | +39.7% |
| All | +46.4% | +126.2% | -79.8% | +39.7% |
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