+213.3%
GLD vs FDS
+77.6%
+135.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.7% |
| 7D | +0.7% | -5.4% | +6.1% | +0.8% |
| 30D | +0.3% | +1.6% | -1.3% | +0.3% |
| 3M | +0.6% | +17.7% | -17.1% | +0.4% |
| 6M | -15.6% | +29.1% | -44.6% | -16.0% |
| YTD | +0.9% | +1.0% | -0.1% | +1.0% |
| 1Y | +19.4% | -21.6% | +41.0% | +20.7% |
| 3Y | +124.5% | -30.1% | +154.6% | +127.5% |
| 5Y | +138.9% | -20.7% | +159.7% | +140.6% |
| 10Y | +213.3% | +78.3% | +135.0% | +218.4% |
| All | +213.3% | +77.6% | +135.7% | +218.4% |
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