+142.5%
GLD vs FDS
-17.4%
+159.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.9% |
| 7D | -0.5% | -1.9% | +1.4% | -0.5% |
| 30D | +4.4% | +9.0% | -4.6% | +4.5% |
| 3M | -1.1% | +18.9% | -19.9% | -0.9% |
| 6M | -13.8% | +35.1% | -48.9% | -13.5% |
| YTD | +2.6% | +5.5% | -2.9% | +3.4% |
| 1Y | +24.5% | -16.8% | +41.3% | +26.5% |
| 3Y | +125.8% | -28.1% | +153.9% | +130.3% |
| All | +142.5% | -17.4% | +159.9% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling