+739.4%
GLD vs FDS
+1,084.8%
-345.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.8% |
| 7D | +4.7% | -0.5% | +5.2% | +4.7% |
| 30D | -0.9% | +20.2% | -21.1% | -1.0% |
| 3M | -4.4% | +19.9% | -24.3% | -4.5% |
| 6M | -13.6% | +56.2% | -69.7% | -13.9% |
| YTD | -6.0% | +14.6% | -20.6% | -6.1% |
| 1Y | +1.8% | +31.6% | -29.8% | +1.5% |
| 3Y | +103.2% | -23.8% | +127.0% | +104.1% |
| 5Y | +119.3% | -22.6% | +141.9% | +120.2% |
| 10Y | +199.5% | +139.3% | +60.1% | +198.5% |
| All | +739.4% | +1,084.8% | -345.4% | +708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling