+212.2%
GLD vs FIS
-54.6%
+266.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +1.9% |
| 7D | +4.9% | -29.4% | +34.4% | +4.7% |
| 30D | -1.3% | -16.7% | +15.4% | -1.6% |
| 3M | -4.8% | -33.0% | +28.2% | -5.0% |
| 6M | -12.5% | -33.3% | +20.8% | -12.7% |
| YTD | -4.2% | -56.0% | +51.8% | -4.1% |
| 1Y | +3.0% | -54.6% | +57.6% | +3.2% |
| 3Y | +109.1% | -40.6% | +149.8% | +108.2% |
| 5Y | +121.6% | -71.9% | +193.5% | +123.7% |
| 10Y | +212.2% | -55.3% | +267.5% | +219.1% |
| All | +212.2% | -54.6% | +266.8% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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