+0.3%
GLD vs FITB
+31.0%
-30.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.6% |
| 7D | +4.9% | -1.1% | +6.1% | +5.0% |
| 30D | -1.3% | +7.3% | -8.7% | -2.0% |
| 3M | -4.8% | -4.0% | -0.8% | -4.7% |
| 6M | -12.5% | +11.9% | -24.4% | -14.0% |
| YTD | -4.2% | +19.0% | -23.2% | -8.5% |
| All | +0.3% | +31.0% | -30.7% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 1y: compounded portfolio wealth divided by compounded FITB 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…
1y analysis · Full analysis span regression · 6 months rolling