+816.6%
GLD vs FITB
+108.4%
+708.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +4.4% | -4.7% | +9.1% | +4.3% |
| 3M | -1.1% | +6.7% | -7.8% | -1.0% |
| 6M | -13.8% | +12.6% | -26.3% | -13.6% |
| YTD | +2.6% | +19.1% | -16.5% | +3.0% |
| 1Y | +24.5% | +22.6% | +1.9% | +25.1% |
| 3Y | +125.8% | +127.1% | -1.3% | +130.2% |
| 5Y | +137.8% | +71.8% | +66.0% | +141.6% |
| 10Y | +221.4% | +287.2% | -65.8% | +234.5% |
| All | +816.6% | +108.4% | +708.1% | +899.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling