+699.7%
GLD vs FITB
+106.5%
+593.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -12.4% | -6.3% | -6.0% | -12.5% |
| 6M | -18.0% | +12.6% | -30.6% | -17.8% |
| YTD | -10.5% | +18.0% | -28.4% | -10.1% |
| 1Y | -8.1% | +28.9% | -37.0% | -7.5% |
| 3Y | +97.7% | +139.4% | -41.7% | +101.7% |
| 5Y | +103.4% | +47.2% | +56.2% | +106.0% |
| 10Y | +203.1% | +213.0% | -10.0% | +214.0% |
| All | +699.7% | +106.5% | +593.2% | +772.1% |
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 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