+152.9%
FITB vs GLDM
+248.1%
-95.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | -4.7% | +4.4% | -9.1% | -4.5% |
| 3M | +6.7% | -1.1% | +7.7% | +6.7% |
| 6M | +12.6% | -13.7% | +26.2% | +11.5% |
| YTD | +19.1% | +2.8% | +16.4% | +19.8% |
| 1Y | +22.6% | +24.8% | -2.2% | +26.0% |
| 3Y | +127.1% | +127.8% | -0.7% | +146.0% |
| 5Y | +71.8% | +141.1% | -69.3% | +85.1% |
| All | +152.9% | +248.1% | -95.2% | +209.3% |
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