+135.0%
GLD vs FANG
+1,373.6%
-1,238.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.7% | -1.7% | +2.5% | +0.8% |
| 30D | +0.3% | +6.8% | -6.4% | +0.3% |
| 3M | +0.6% | +1.3% | -0.7% | +0.6% |
| 6M | -15.6% | +11.8% | -27.4% | -15.7% |
| YTD | +0.9% | +35.1% | -34.2% | +0.5% |
| 1Y | +19.4% | +48.9% | -29.6% | +18.9% |
| 3Y | +124.5% | +42.8% | +81.6% | +123.5% |
| 5Y | +138.9% | +230.3% | -91.4% | +137.7% |
| 10Y | +213.3% | +167.0% | +46.3% | +211.5% |
| All | +135.0% | +1,373.6% | -1,238.5% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling