+212.2%
GLD vs FDS
+135.1%
+77.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +4.9% | -5.0% | +9.9% | +5.0% |
| 30D | -1.3% | +13.8% | -15.1% | -1.5% |
| 3M | -4.8% | +14.8% | -19.6% | -4.9% |
| 6M | -12.5% | +47.4% | -59.9% | -13.0% |
| YTD | -4.2% | +14.2% | -18.4% | -4.2% |
| 1Y | +3.0% | +26.6% | -23.6% | +2.7% |
| 3Y | +109.1% | -24.4% | +133.5% | +112.0% |
| 5Y | +121.6% | -22.6% | +144.2% | +124.0% |
| 10Y | +212.2% | +130.0% | +82.2% | +218.3% |
| All | +212.2% | +135.1% | +77.1% | +218.3% |
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