+215.0%
GLD vs FANG
+182.5%
+32.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.0% | +2.9% | -4.9% | -2.0% |
| 30D | -1.5% | +2.6% | -4.1% | -1.5% |
| 3M | +3.2% | +7.6% | -4.4% | +3.2% |
| 6M | -16.3% | +17.3% | -33.6% | -16.4% |
| YTD | +0.6% | +38.7% | -38.1% | +0.2% |
| 1Y | +19.1% | +51.6% | -32.5% | +18.5% |
| 3Y | +123.5% | +50.0% | +73.6% | +122.4% |
| 5Y | +138.5% | +237.6% | -99.0% | +137.6% |
| All | +215.0% | +182.5% | +32.5% | +212.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling