+96.6%
GLD vs FIS
-41.2%
+137.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -3.2% |
| 7D | -5.5% | -3.5% | -2.0% | -5.6% |
| 30D | -7.0% | -19.4% | +12.4% | -8.1% |
| 3M | -12.4% | -31.6% | +19.2% | -13.9% |
| 6M | -18.0% | -32.5% | +14.5% | -19.5% |
| YTD | -10.5% | -56.0% | +45.5% | -12.0% |
| 1Y | -8.1% | -55.5% | +47.5% | -9.7% |
| All | +96.6% | -41.2% | +137.8% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling