+121.1%
GLD vs F
-13.3%
+134.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.9% |
| 7D | +1.9% | +1.4% | +0.5% | +1.8% |
| 30D | -1.8% | +2.0% | -3.8% | -1.9% |
| 3M | -3.6% | -10.4% | +6.7% | -3.3% |
| 6M | -10.2% | +9.7% | -19.9% | -10.3% |
| YTD | -5.3% | -1.2% | -4.1% | -5.2% |
| 1Y | +2.5% | 0.0% | +2.4% | +2.5% |
| 3Y | +103.2% | +41.1% | +62.1% | +102.1% |
| 5Y | +121.1% | -11.4% | +132.5% | +116.8% |
| All | +121.1% | -13.3% | +134.4% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 5y: compounded portfolio wealth divided by compounded F 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…
5y analysis · Full analysis span regression · 6 months rolling