+137.1%
GLD vs FANG
+228.0%
-90.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -3.4% | +1.2% | -4.6% | -3.4% |
| 30D | -1.1% | +2.4% | -3.5% | -1.2% |
| 3M | +5.8% | +5.1% | +0.7% | +5.6% |
| 6M | -17.1% | +16.4% | -33.5% | -17.8% |
| YTD | 0.0% | +39.0% | -38.9% | -1.8% |
| 1Y | +18.2% | +50.6% | -32.4% | +15.6% |
| 3Y | +122.6% | +46.9% | +75.6% | +116.9% |
| 5Y | +137.1% | +238.2% | -101.2% | +130.9% |
| All | +137.1% | +228.0% | -90.9% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling