-2.4%
GLD vs FDS
+26.7%
-29.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +2.8% | -2.0% | +4.8% | +2.7% |
| 30D | -4.0% | +13.5% | -17.5% | -3.2% |
| 3M | -8.2% | +15.2% | -23.4% | -7.3% |
| 6M | -14.8% | +47.0% | -61.9% | -12.2% |
| YTD | -6.8% | +13.9% | -20.7% | -6.3% |
| 1Y | -2.4% | +25.2% | -27.6% | -1.0% |
| All | -2.4% | +26.7% | -29.0% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling