+211.8%
GLD vs FDS
+132.8%
+79.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -1.2% |
| 7D | -2.0% | -2.1% | +0.2% | -1.9% |
| 30D | -4.4% | +16.0% | -20.5% | -4.6% |
| 3M | -8.9% | +18.8% | -27.7% | -9.1% |
| 6M | -16.0% | +54.1% | -70.1% | -16.6% |
| YTD | -7.9% | +17.0% | -24.9% | -7.9% |
| 1Y | -3.9% | +25.5% | -29.4% | -4.2% |
| 3Y | +103.4% | -23.3% | +126.7% | +106.3% |
| 5Y | +109.7% | -22.6% | +132.4% | +112.2% |
| 10Y | +211.8% | +130.2% | +81.6% | +214.6% |
| All | +211.8% | +132.8% | +79.1% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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