+206.1%
GLD vs FDS
+127.7%
+78.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -4.6% | +1.5% | -6.0% | -4.6% |
| 30D | -5.5% | +14.8% | -20.3% | -5.6% |
| 3M | -10.9% | +16.3% | -27.2% | -11.1% |
| 6M | -17.4% | +66.2% | -83.7% | -18.1% |
| YTD | -10.3% | +16.2% | -26.5% | -10.3% |
| 1Y | -7.2% | +21.8% | -29.0% | -7.3% |
| 3Y | +96.9% | -23.9% | +120.8% | +99.7% |
| 5Y | +103.8% | -23.1% | +126.9% | +106.2% |
| All | +206.1% | +127.7% | +78.5% | +209.6% |
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