+96.6%
GLD vs FITB
+141.3%
-44.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -5.5% | +0.8% | -6.3% | -5.5% |
| 30D | -7.0% | +7.3% | -14.3% | -7.1% |
| 3M | -12.4% | -6.3% | -6.0% | -12.3% |
| 6M | -18.0% | +12.6% | -30.6% | -18.3% |
| YTD | -10.5% | +18.0% | -28.4% | -10.8% |
| 1Y | -8.1% | +28.9% | -37.0% | -8.4% |
| All | +96.6% | +141.3% | -44.7% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling