+746.1%
GLD vs F
+89.4%
+656.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | -1.8% | +2.0% | -3.8% | -1.8% |
| 3M | -3.6% | -10.4% | +6.7% | -3.7% |
| 6M | -10.2% | +9.7% | -19.9% | -10.1% |
| 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% | +104.2% |
| 5Y | +121.1% | -11.4% | +132.5% | +121.3% |
| 10Y | +201.9% | +85.0% | +116.9% | +205.7% |
| All | +746.1% | +89.4% | +656.6% | +763.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling