+739.4%
GLD vs FIS
+122.2%
+617.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.8% |
| 7D | +4.7% | -25.5% | +30.2% | +4.5% |
| 30D | -0.9% | -15.1% | +14.2% | -1.0% |
| 3M | -4.4% | -32.1% | +27.7% | -4.6% |
| 6M | -13.6% | -36.1% | +22.5% | -13.7% |
| YTD | -6.0% | -55.4% | +49.4% | -6.0% |
| 1Y | +1.8% | -53.9% | +55.6% | +1.7% |
| 3Y | +103.2% | -39.8% | +142.9% | +102.7% |
| 5Y | +119.3% | -71.1% | +190.4% | +119.7% |
| 10Y | +199.5% | -53.8% | +253.3% | +200.5% |
| All | +739.4% | +122.2% | +617.2% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling