+142.5%
GLD vs F
+55.4%
+87.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.5% | +5.3% | -5.8% | -0.7% |
| 30D | +4.4% | +4.6% | -0.2% | +4.2% |
| 3M | -1.1% | -3.7% | +2.6% | -1.1% |
| 6M | -13.8% | +16.8% | -30.6% | -14.1% |
| YTD | +2.6% | +15.3% | -12.7% | +2.2% |
| 1Y | +24.5% | +31.0% | -6.5% | +23.8% |
| 3Y | +125.8% | +45.4% | +80.4% | +124.2% |
| All | +142.5% | +55.4% | +87.2% | +149.9% |
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