+816.6%
GLD vs F
+121.0%
+695.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.8% |
| 7D | -0.5% | +5.3% | -5.8% | -0.5% |
| 30D | +4.4% | +4.6% | -0.2% | +4.4% |
| 3M | -1.1% | -3.7% | +2.6% | -1.1% |
| 6M | -13.8% | +16.8% | -30.6% | -13.7% |
| YTD | +2.6% | +15.3% | -12.7% | +2.7% |
| 1Y | +24.5% | +31.0% | -6.5% | +24.8% |
| 3Y | +125.8% | +45.4% | +80.4% | +126.8% |
| 5Y | +137.8% | +54.7% | +83.1% | +139.5% |
| 10Y | +221.4% | +98.2% | +123.2% | +225.2% |
| All | +816.6% | +121.0% | +695.5% | +835.4% |
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