+816.6%
GLD vs FIS
+220.3%
+596.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.5% |
| 30D | +4.4% | -2.2% | +6.6% | +4.4% |
| 3M | -1.1% | +2.1% | -3.2% | -1.1% |
| 6M | -13.8% | -14.7% | +0.9% | -13.8% |
| YTD | +2.6% | -35.7% | +38.3% | +2.8% |
| 1Y | +24.5% | -37.1% | +61.6% | +24.7% |
| 3Y | +125.8% | -20.0% | +145.9% | +125.8% |
| 5Y | +137.8% | -62.1% | +199.9% | +138.6% |
| 10Y | +221.4% | -37.4% | +258.8% | +223.0% |
| All | +816.6% | +220.3% | +596.3% | +785.9% |
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