+739.4%
GLD vs FITB
+103.2%
+636.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | +4.7% | -1.5% | +6.2% | +4.7% |
| 30D | -0.9% | +5.8% | -6.7% | -0.8% |
| 3M | -4.4% | -6.1% | +1.7% | -4.5% |
| 6M | -13.6% | +5.9% | -19.5% | -13.4% |
| YTD | -6.0% | +16.1% | -22.1% | -5.7% |
| 1Y | +1.8% | +28.8% | -27.1% | +2.3% |
| 3Y | +103.2% | +126.0% | -22.8% | +107.0% |
| 5Y | +119.3% | +45.3% | +74.0% | +122.1% |
| 10Y | +199.5% | +255.4% | -55.9% | +211.2% |
| All | +739.4% | +103.2% | +636.2% | +815.1% |
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